Lead Front Office Quant Developer - Modern C++

Wells Fargo

Closes tomorrow

Quick summary

Work type
On-site
Location
Charlotte, NCNew York, NY
Salary
$185,000–$300,000 / yr
Posted
19 days ago
Closes
Jun 15, 2026 (soon)

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $183k
This role $242k
$137k most similar roles pay here $317k

This role pays more than 90% of similar roles. Most pay $154,459–$211,200 — the shaded band above. At the midpoint, this role pays about $242k versus about $183k for comparable roles.

Based on 240 similar postings.

Employer

About Wells Fargo

Wells Fargo & Company is one of the largest banks in the United States, providing banking, investment, mortgage, and consumer and commercial finance products and services nationwide. Industry: Banking & Financial Services

Wells Fargo currently has 90 open roles on FindRole.

Listed pay typically runs $145,018–$224,000 across 51 roles with salary data.

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At a glance

TL;DR · Lead Front Office Quant Developer - Modern C++

Wells Fargo is hiring a Lead Quantitative Developer, Vice President to join its quantitative implementation team within the Finance group. This senior role focuses on translating mortgage prepayment model specifications into robust C++ code for the firm's proprietary analytics library, ensuring efficient performance and seamless integration with existing systems. The developer will work across the full development lifecycle, from understanding complex logic and edge cases to maintaining backward compatibility and writing comprehensive documentation. Key responsibilities include implementing models, developing unit tests, managing versioning, and collaborating with various teams. Ideal candidates have 5+ years of securities quantitative analytics experience and hands-on programming expertise in C++17 or later, along with a strong background in quantitative disciplines like mathematics or computer science. Experience with mortgage prepayment models, cash-flow engines, and agile development tools is highly desirable. This role supports Wells Fargo's investment portfolio management and strategic balance sheet initiatives on a large scale.

What you'll do

  • Implement mortgage prepayment models in C++ within the firm's analytics library.
  • Ensure comprehensive unit and integration tests cover core flows and edge cases.
  • Integrate new models with existing APIs and maintain backward compatibility.
  • Develop clear documentation, examples, and runbooks for user support.
  • Collaborate on versioning and configuration management across releases.
  • Translate prepayment model specifications into robust, production-ready code.

What we're looking for

  • 5+ years of experience in Securities Quantitative Analytics or equivalent
  • Proficient in C++17 or later for software development
  • Hands-on programming experience with mortgage prepayment models
  • Experience developing quantitative analytics libraries in financial institutions
  • Strong analytical and communication skills across multiple audiences
  • Familiarity with cash-flow and pricing engines, mortgage analytics tools
  • Knowledge of agile technologies like Git, Jira, Confluence

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