Java Capital Markets Lead Software Engineer

About this role:
 

At Wells Fargo, we are looking for talented people who will put our customers at the center of everything we do. Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you.
 

Wells Fargo is seeking a Lead Software Engineer in Technology as part of the Commercial and Corporate & Investment Banking Technology team.

This is an exciting opportunity to join the team building solutions for Wells Capital Markets technology organization. We’re looking for individuals to join us on our automation, cloud, and Gen AI modernization journey. If you’re passionate about solving complex and mission-critical problems with leading-edge innovative technologies through solid engineering practices, this role could be perfect for you.
 

The position is for a senior developer in the Equity Derivatives Technology group, working in the derivatives front office risk team. You will be responsible for enhancing and expanding the strategic Risk & Pricing platform for all the Derivative desks, including Index & Single Stock Flow, Equity Finance & Futures, Delta-1, Convertibles, Corporates, and Structured OTC/Notes.

In this role, you will build strategic cloud-compliant platforms to support various business initiatives. This role requires strong technical knowledge of Java and a solid foundation in server design methodologies. The successful applicant will help enhance, build, and deliver frameworks and business application microservices.

Learn more about the career areas and lines of business at wellsfargojobs.com.

In this role, you will:

• Lead strategic, cross-functional technology initiatives that drive innovation and enterprise-wide transformation through close collaboration with stakeholders.

• Establish and champion standardized engineering practices and scalable technology solutions across the organization.

• Influence and align technology teams to deliver high-quality outcomes and successfully execute new initiatives.

• Architect, develop, and maintain applications, system components, tools, utilities, integrations, simulations, and analytics to support complex business functions.

• Drive automation in testing and documentation to ensure scalability, maintainability, and operational resilience. Proactively monitor systems to enhance efficiency and manage risk.

• Collaborate closely with production support and platform engineering teams to ensure smooth operations and rapid issue resolution.

• Ensure adherence to regulatory requirements and enterprise risk management standards.

• Mentor and empower junior engineers, fostering a culture of continuous learning, technical excellence, and innovation.

Required Qualifications:

• 5+ years of hands-on Core Java development with deep expertise in memory management, garbage collection tuning, multithreading, concurrency models, native I/O, and JNI integration

• 3+ years designing and building distributed, multi-tiered systems with low-latency, high-throughput, high availability, fault tolerance, and event-driven & microservices-based architectures

• 2+ years of experience with in-memory data grids such as Oracle Coherence, Apache Ignite, or Gemfire

• 2+ years working with NoSQL databases like MongoDB or Cassandra, including schema design and query optimization

• Strong foundation in algorithms and data structures, with a focus on performance optimization and computational efficiency

• Proficient in design patterns, clean code principles, and scalable system design

• Solid understanding of AI-assisted development tools (e.g., GitHub Copilot) and modern IDEs

• Familiarity with front-office risk systems, trading workflows, trade lifecycle integration, and products across flow trading, synthetics, exotics, convertibles, and prime brokerage

• Excellent communication and collaboration skills for effective front-office interaction

• Proven ability to thrive in high-pressure, fast-paced environments

• Bachelor’s degree or higher in Computer Science, Engineering, or a related field

Desired Qualifications:

• 2+ years of experience in the securities industry with a solid understanding of equity derivatives (options, futures, swaps) and their full lifecycle

• Strong grasp of derivative valuation techniques and risk methodologies

• Familiarity with quantitative modeling and risk management practices

• Proficient in interpreting and applying risk metrics (Greeks, VaR) and risk measures (DV01,