Lead Securities Quantitative Analytics Specialist

About this role:

Wells Fargo is seeking a Quantitative Software Engineer, Vice President (Lead Securities Quantitative Analytics Specialist). 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. A core focus of the role is on software engineering and DevOps best practices to enhance and streamline the library development and release cycle and CI/CD workflow, optimizing the translation of business and mathematical logic into performant, modular, and appropriately abstracted code. SDLC automation is also a focus, e.g. build system, testing, and release.

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 enhance the firm's proprietary analytics library in C++.

• Generate, test, implement, and deploy ideas to improve system performance or team productivity.

• Improve the library's safety, reliability, and usability.

• Work constructively in collaboration with business, model development, model validation, and IT.

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, education
• 2+ years of C++17
• 3+ yrs Python experience

Desired Qualifications:

• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
• 3+ years hands on programming experience, C++17, C++2x, 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
• 3+years of DevOps concepts, specifically in CI/CD
• Experience with CMake (e.g. scripting find modules, CTest, CMake presets)
• Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence
• Experience with asynchronous event driven or reactive programming architectures
• Experience in or passionate about Agentic AI
• Excellent verbal, written, and interpersonal communication skills

Job Expectations:

• Ability to travel up to 10% of the time
• Work Hybrid schedule at one of the locations listed
• Specific compliance policies may apply regarding outside activities and/or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process .

Pay Range

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.
$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:
7 Sep 2025
* 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.

Client-provided location(s): Charlotte, NC

Job ID: WellsFargo-R-480069-1

Employment Type: FULL_TIME

Posted: 2025-08-29T18:12:03