Lead Mortgage Securities Quantitative Analytics Specialist

Wells Fargo Bank•Charlotte, NC

2d•Onsite

About The Position

Wells Fargo is hiring a Quantitative Java Software Engineer, Executive Director (Senior Lead Securities Quantitative Analytics Specialist) for the Mortgage Modeling Development Center within Wells Fargo Securities. The role focuses on developing Juniper Vasara, the bank’s next-generation risk platform, and building mortgage-specific risk management and pricing solutions for trading partners. Vasara is a horizontal platform intended to support varied use cases with consistency and reuse. The specialist partners with technology teams to enhance the strategic valuation and risk platform and collaborates with other quantitative teams to integrate mortgage pricing and risk analytics. The role includes analyzing platform performance, recommending and executing optimization plans, and delivering high-quality software and documentation through an Agile software development lifecycle. It also involves contributing to complex design and development, planning large-scale projects, solving business problems using quantitative and technological methods, and working with stakeholders to resolve issues and achieve project goals. The position is onsite in Charlotte, North Carolina, and may require travel up to 10% of the time. It is eligible for visa sponsorship.

Requirements

At least 5 years of Securities Quantitative Analytics experience, or equivalent demonstrated through work experience, training, military experience, or education.
At least 5 years of hands-on coding experience with Java and C++.
At least 3 years of product and market experience in mortgages.

Nice To Haves

At least 5 years of experience with an emphasis on functional programming.
At least 1 year of Python experience.
Experience with asynchronous event-driven or reactive programming architectures.
Experience interpreting and solutioning for risk.
A master's degree or higher in computer science or finance/mathematics.
Experience in the software development lifecycle and Agile technologies such as Git, Jira, and Confluence.
Experience in or passion for Agentic AI.
Excellent verbal, written, and interpersonal communication skills.

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 quantitative teams, providing expertise on design and implementation issues.
Communicate and collaborate with business stakeholders, quantitative teams, technology partners, and project management.
Analyze performance, propose remediation or optimization plans, and ensure their execution to enhance the valuation and risk platform.
Deliver high-quality software and documentation in an Agile software development lifecycle.
Participate proactively in complex software design and development activities in an Agile environment.
Contribute to large-scale project planning while balancing short- and long-term objectives.
Generate, test, implement, and deploy ideas to improve system performance or team productivity.
Use quantitative and technological techniques to solve complex business problems.
Meet deliverables while applying understanding of policies, procedures, and compliance requirements.
Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals.
Communicate effectively and build consensus with project stakeholders.
Support applicable risk programs and Wells Fargo policies, procedures, and compliance obligations.