Lead C++ Implementation Securities Quantitative Analytics Specialist

Wells Fargo Bank•New York, NY

1d•$185,000 - $300,000•Onsite

About The Position

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:

Requirements

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

Nice To Haves

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

Responsibilities

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