Lead Securities Quantitative Analytics Specialist

About this role:
Wells Fargo is seeking a Senior Quantitative Software Engineer, Vice President (Lead Securities Quantitative Analytics Specialist) to join our quantitative implementation team. The front office financial software engineer will be involved in the implementation of various financial models, including interest rate, mortgage prepayment and default, derivative valuation, hedging, and horizon forecast models, with a primary focus on implementing mortgage prepayment models.
This role emphasizes translating mortgage prepayment model specifications into robust, production-ready C++ code within the firm's proprietary analytics library. The position requires expertise in software engineering best practices to deliver performant, modular, and well-tested implementations.
You will work across the full development lifecycle-from understanding prepayment logic and edge cases to ensuring seamless API integration, backward compatibility, and comprehensive documentation.
The Wells Fargo Investment Portfolio (IP) manages the Company's Available-For-Sale (AFS) and Held-To-Maturity (HTM) securities and loan portfolios, and the Reinsurance and Bank Owned Life Insurance (BOLI) businesses as part of the Finance group. IP also provides strategic and analytical balance sheet support to the bank, as well as a centralized, street-facing trade execution and hedging function and centralized mortgage modeling for the enterprise.
In this role, you will:

• Implement and integrate mortgage prepayment models into the firm's proprietary analytics library using C++
• Grasp prepayment logic end-to-end, reason through functional logic and edge cases, and implement efficient, production-grade code that meets library standards
• Integrate models with existing APIs as well as upstream and downstream systems
• Develop and maintain comprehensive unit and integration tests with solid coverage across core flows and edge cases
• Manage versioning, configuration, and backward compatibility across releases
• Write clear documentation, examples, and runbooks to support users, operators, and validators
• Collaborate effectively with business, model development, model validation, and technology teams

Required Qualifications:

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, or education
• 2+ years of hands-on programming experience with C++17 or later

Desired Qualifications:

• Master's degree or PhD in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
• 3+ years of hands-on programming experience with C++17/C++20 and Python 3
• 3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor
• Experience implementing mortgage prepayment models
• Experience working with cash-flow and pricing engines
• Experience with mortgage analytics platforms and tools
• Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence
• Experience in or passion for Agentic AI
• Excellent analytical, interpersonal, oral, and written communication skills with strong attention to detail across multiple audiences (Technology, Quants, Senior Management)

Job Expectations:

• Ability to travel up to 10% of the time
• This position is eligible for Visa sponsorship
• Must be able to work on-site

Posting Locations:
550 S Tyron Charlotte, NC (Preferred)
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.
$185,000.00 - $300,000.00
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:
8 Mar 2026
* 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.