Lead Securities Quantitative Analytics Specialist

Wells Fargo is seeking a Quantitative Software Engineer to join the Mortgage Modeling Development Center within Wells Fargo Securities. This role focuses on Juniper Vasara, the bank’s next-generation risk platform for capital markets, addressing risk computation challenges from ticking risk for trading desks to market risk and capital calculations such as FRTB and CCAR. As a mortgage quant developer, you will contribute to risk management and pricing solutions for trading partners, working within a horizontal, use-case-agnostic platform designed for consistency and reusability.

Responsibilities

• Partner with Technology teams to enhance and improve the strategic valuation and risk platform.
• Integrate mortgage pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation.
• Communicate and collaborate effectively with Business Stakeholders, Quant Teams, Technology Partners, and Project Management.
• Analyze performance, propose optimizations, and ensure execution to enhance the platform for securities businesses.
• Deliver high-quality software and documentation in an Agile SDLC.
• Proactively participate in complex software design and development within an Agile environment.
• Contribute to large-scale project planning, balancing short- and long-term objectives.
• Generate, test, implement, and deploy ideas to improve system performance or team productivity.
• Apply quantitative and technological techniques to solve complex business problems.
• Meet deliverables while adhering to policies, procedures, and compliance requirements.
• Collaborate with peers, colleagues, and project managers to resolve issues and achieve goals.
• Build consensus and communicate effectively with all project stakeholders.

Requirements

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through work experience, training, military experience, or education.

Qualifications

• 5+ years of hands-on coding experience, with Java and C++ being most relevant.
• 3+ years of product and market experience in mortgages.
• 5+ years of Java experience, with an emphasis on functional programming.
• 1+ years of C++ experience.
• Experience with asynchronous event-driven or reactive programming architectures.
• Experience interpreting and solutioning for risk.
• Master’s degree or higher in computer science or finance/mathematics.
• Experience in the software development cycle and Agile technologies (e.g., Git, Jira, Confluence).
• Interest or experience in Agentic AI.
• Excellent verbal, written, and interpersonal communication skills.

Job Expectations

• Ability to travel up to 10% of the time.
• Eligibility for Visa sponsorship.
• Must be able to work on-site at 550 S Tyron, Charlotte, NC.