We present the discovery, classification, and extensive panchromatic (from radio to X-ray) follow-up observations of PTF11qcj, a supernova discovered by the Palomar Transient Factory. PTF11qcj is located at a distance of dL ~ 124 Mpc. Our observations with the Karl G. Jansky Very Large Array show that this event is radio-loud: PTF11qcj reached a radio peak luminosity comparable to that of the famous gamma-ray-burst-associated supernova 1998bw (L_{5GHz} ~ 10^{29} erg/s/Hz). PTF11qcj is also detected in X-rays with the Chandra observatory, and in the infrared band with Spitzer. Our multi-wavelength analysis probes the supernova interaction with circumstellar material. The radio observations suggest a progenitor mass-loss rate of ~10^{-4} Msun/yr x (v_w/1000 km/s), and a velocity of ~(0.3-0.5)c for the fastest moving ejecta (at ~10d after explosion). However, these estimates are derived assuming the simplest model of supernova ejecta interacting with a smooth circumstellar material characterized by radial power-law density profile, and do not account for possible inhomogeneities in the medium and asphericity of the explosion. The radio light curve shows deviations from such a simple model, as well as a re-brightening at late times. The X-ray flux from PTF11qcj is compatible with the high-frequency extrapolation of the radio synchrotron emission (within the large uncertainties). An IR light echo from pre-existing dust is in agreement with our infrared data. Our analysis of pre-explosion data from the Palomar Transient Factory suggests that a precursor eruption of absolute magnitude M_r ~ -13 mag may have occurred ~ 2.5 yr prior to the supernova explosion. Based on our panchromatic follow-up campaign, we conclude that PTF11qcj fits the expectations from the explosion of a Wolf-Rayet star. Precursor eruptions may be a feature characterizing the final pre-explosion evolution of such stars.
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