Senior Lead Java Securities Quantitative Analytics Specialist

Wells Fargo

Quick summary

Work type
On-site
Location
New York, NY · Charlotte, NC · San Francisco, CA
Salary
$215,000–$355,000 / yr
Posted
3 days ago
Closes
Jun 30, 2026
Nearby
99+ roles within 25 mi

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $167k
This role $285k
$104k most similar roles pay here $382k

This role pays more than 98% of similar roles. Most pay $130,464–$203,500 — the shaded band above. At the midpoint, this role pays about $285k versus about $167k 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 91 open roles on FindRole.

Listed pay typically runs $151,000–$239,000 across 54 roles with salary data.

Most-posted roles

View all roles at Wells Fargo

At a glance

TL;DR · Senior Lead Java Securities Quantitative Analytics Specialist

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Wells Fargo is hiring a Senior Lead Securities Quantitative Analytics Specialist to join their Mortgage Modeling Development Center in Wells Fargo Securities, focusing on the Juniper Vasara project. This role involves partnering with technology teams to enhance the next-generation risk platform, integrating mortgage pricing and risk analytics, and collaborating with business stakeholders and other quant teams to ensure high-quality software delivery within an Agile SDLC. The ideal candidate will have extensive experience in Java and C++, as well as a background in mortgages and functional programming, and should be familiar with asynchronous event-driven architectures and agile development tools like Git and Jira. This position is part of a large-scale initiative aimed at addressing complex risk computation challenges across capital markets, requiring strong analytical skills and the ability to solve intricate business problems through quantitative techniques.

Skills

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

What you'll do

  • Design and develop mortgage pricing and risk analytics solutions for Juniper Vasara platform.
  • Enhance the strategic valuation and risk platform by integrating new features and optimizing performance.
  • Analyze system performance issues, propose and implement remedial plans to improve efficiency.
  • Collaborate with technology teams to deliver high-quality software in an Agile SDLC environment.
  • Generate and deploy innovative ideas to enhance system performance and team productivity.

What we're looking for

  • 7+ years of Securities Quantitative Analytics experience or equivalent
  • Hands-on coding in Java and C++, with emphasis on functional programming
  • Experience in mortgages and risk interpretation/solutioning
  • Proficiency in software development lifecycle, including Agile methodologies
  • Strong communication skills for collaboration across teams and stakeholders
  • Understanding of policies, procedures, and compliance requirements
  • Master's degree or higher in computer science, finance, or mathematics

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