Lead Securities Quantitative Analytics Specialist

Wells Fargo

Quick summary

Work type
On-site
Location
Charlotte, NC
Posted
2 days ago
Nearby
99+ roles within 25 mi

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Salary context

How this pay compares to similar roles

Similar $158k
$115k most similar roles pay here $202k

This listing doesn't post a salary. Most similar roles pay $123,455–$193,500.

Based on 240 similar postings.

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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 $144,009–$224,000 across 50 roles with salary data.

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At a glance

TL;DR · Lead Securities Quantitative Analytics Specialist

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Wells Fargo is hiring a Senior Lead Securities Quantitative Analytics Specialist to join the Mortgage Modeling Development Center within Wells Fargo Securities. This role involves enhancing the Juniper Vasara platform, an advanced risk management system for capital markets, focusing on mortgage pricing and risk analytics. The successful candidate will collaborate with technology teams to improve the strategic valuation and risk platform, integrating mortgage analytics while ensuring compliance and delivering high-quality software in an Agile environment. Key skills include extensive experience in Java and C++, functional programming, asynchronous event-driven architectures, and a solid understanding of risk management solutions. Candidates should have a background in quantitative analysis, particularly in mortgages, and be proficient with tools like Git, Jira, and Confluence.

Skills

Java C++ Agile Git Jira Confluence Python Go Docker CI/CD PostgreSQL AWS Kubernetes

What you'll do

  • Develop and enhance mortgage pricing and risk analytics within the Vasara platform.
  • Design and implement complex software solutions in an Agile environment for securities businesses.
  • Analyze system performance, propose optimizations, and ensure their execution to improve platform capabilities.
  • Collaborate with technology teams to integrate new features and functionalities into the Juniper Vasara initiative.
  • Generate and deploy innovative ideas to enhance system performance or team productivity.

What we're looking for

  • At least 5 years of experience in Securities Quantitative Analytics
  • Proficient in Java with a focus on functional programming
  • Hands-on coding skills, preferably in Java and C++
  • Experience in mortgage product and market analysis
  • Knowledge of asynchronous event-driven or reactive programming architectures
  • Understanding of risk interpretation and solutioning techniques
  • Familiarity with Agile development tools like Git, Jira, and Confluence

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