Prime Risk & Margin Technology Manager, Executive Director

Prime Risk & Margin Technology Manager, Executive Director

The position is within the Prime Services Technology organization for a hands‑on senior technology leader responsible for driving the build‑out of the strategic Prime Risk & Margin platform. The role oversees the end‑to‑end technology team delivering real‑time risk, margin, and analytics capabilities supporting Prime Brokerage, Delta‑1, and Synthetic Financing businesses.

Qualified candidates will have deep experience delivering large‑scale technology transformations in front‑office risk, margin, or capital optimization domains, with proven ability to partner with senior stakeholders across Front Office, Risk, Finance, Operations, and Compliance.

Responsibilities

• Lead the design, build, and rollout of the strategic Prime Risk & Margin platform supporting Prime Brokerage, Delta‑1, Synthetics, and Financing desks.

• Drive migration of risk, margin, exposure, and scenario workflows from legacy systems onto the new strategic architecture.

• Partner with MD‑level stakeholders across trading, risk policy, quant, and product teams to shape roadmap and delivery priorities.

• Collaborate closely with Product Development, BA, and cross‑functional teams to ensure functional and non‑functional requirements are met.

• Own and execute the multi‑year technology roadmap across globally distributed teams (New York, India, and other regions).

• Architect target‑state distributed systems for Prime Risk, Portfolio Margining, stress testing, and exposure management.

• Produce functional specifications, technical design documents, and oversee testing frameworks for risk and margin workflows.

• Manage full SDLC lifecycle including analysis, design, coding, testing, deployment, and production readiness.

• Conduct code reviews and ensure high engineering standards across risk, margin, and exposure technology domains.

• Serve as the technical and functional SME for Prime Risk & Margin processes, methodologies, and system integration.

• Tackle complex analytical and computational challenges involving large datasets, high‑performance calculation engines, and time‑sensitive risk workloads.

• Ensure quality, maintainability, resiliency, and scalability across all platform components.

Required Experience:

• 6+ years of Specialty Software Engineering experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

• 3+ years of management or leadership experience

• 6+ years of capital markets or securities industry experience

• 6+ years of direct experience in Prime Brokerage, Equity Finance, Delta‑1, Synthetic Financing, or Margin/Risk technology

• 6+ years of application development experience, Strong proficiency in Java and/or C++ in low‑latency trading or risk environments

• 6+ years designing or building high‑performance distributed systems

• 6+ years managing application development teams (onshore + offshore) in Agile environments.

• 5+ years of architectural design experience with distributed compute, caching, and messaging systems.

• 6+ years of experience integrating quant libraries, pricing models, and risk engines

Desired Experience:

• Experience building front‑to‑back platforms supporting sales & trading or prime financing organizations

• Experience running technology working groups, governance forums, and senior steering committees

• Knowledge of object‑oriented analysis/design patterns, distributed systems, and large‑scale architecture

• Understanding of complex margin/risk model integration for Prime Brokerage and Synthetic Financing

• Strong command of SDLC tooling: Git, Jenkins, Jira, Artifactory, uDeploy, etc.

• Proven track record delivering regulatory or operational risk projects under tight timelines

• Exceptional communication skills, including the ability to articulate complex risk/margin workflows to senior stakeholders

• Experience with regulatory margining (e.g., Basel, SEC/FINRA rules)

• Understanding of risk methodologies (e.g., VaR, stress tests, Greeks, exposure measures)

• Understanding of capital and liquidity calculations related to prime financing

Job Expectations

• This position is not eligible for Visa sponsorship

• Relocation assistance is not available for this position

• Position offers a hybrid work schedule

Locations

• 300 S Brevard St., Charlotte, North Carolina 28202

• 194 Wood Ave S, Iselin, New Jersey 08830

• 150 E 42nd St. New York, NY 10017

Pay Range

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to demonstrated examples of prior performance, skills, experience, or work location. Employees may also be eligible for incentive opportunities.

Benefits

Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees.

• Health benefits
• 401(k) Plan
• Paid time off
• Disability benefits
• Life insurance, critical illness insurance, and accident insurance
• Parental leave
• Critical caregiving leave
• Discounts and savings
• Commuter benefits
• Tuition reimbursement
• Scholarships for dependent children
• Adoption reimbursement

Posting End Date:

* Job posting may come down early due to volume of applicants.

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.