Will Gajate is a quantitative developer in New York with 10 years of experience building production-grade risk and valuation systems for major financial institutions. He combines deep financial domain knowledge—spanning securitized products, structured deals, and multi-asset factor models—with eight years of hands-on Python, C#, and SQL development. At Qontigo he was a founding member of an internal startup that architected a cloud-hosted computational service and a 2,000+ factor generation pipeline, and he now contributes to Vasara, Wells Fargo’s centralized risk platform. He has a track record of accelerating risk calculations and embedding computationally intensive pricing into scalable services while engaging clients and prospects to shape product direction. Trained in computational finance at Carnegie Mellon and grounded in economics from Baruch, he pairs academic rigor with practical delivery across cross-functional teams. Notably, he blends entrepreneurial product instincts with low-level deal-structuring experience, enabling pragmatic solutions for complex risk problems.
10 years of coding experience
16 years of employment as a software developer
BBA, Economics, BBA, Economics at Baruch College
MS, Computational Finance, MS, Computational Finance at Carnegie Mellon University - Tepper School of Business
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