Senior Lead Securities Quantitative Analytics Specialist, C++ Engineer

Wells Fargo

Quick summary

Work type
On-site
Location
New York, NYCharlotte, NC
Salary
$215,000–$355,000 / yr
Posted
5 days ago
Closes
Jul 27, 2026
Nearby
99+ roles within 25 mi

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $182k
This role $285k
$122k most similar roles pay here $380k

This role pays more than 98% of similar roles. Most pay $148,868–$215,500 — the shaded band above. At the midpoint, this role pays about $285k versus about $182k 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 67 open roles on FindRole.

Listed pay typically runs $142,375–$224,000 across 34 roles with salary data.

Most-posted roles

View all roles at Wells Fargo

At a glance

TL;DR · Senior Lead Securities Quantitative Analytics Specialist, C++ Engineer

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Wells Fargo is hiring a Senior Lead Securities Quantitative Analytics Specialist to join their Front Office Financial Software Engineering team, where you will design and implement high-performance APIs for a comprehensive mortgage analytics library. Your daily tasks include enhancing the firm’s proprietary C++17-based quantitative library, testing and deploying performance improvements, and collaborating with various teams to ensure system reliability and usability. The role requires expertise in API design, platform-specific ABIs, calling conventions, compiler behavior, and dynamic linking, as well as hands-on experience with agile development tools like Git and Jira. Ideal candidates will have a master’s degree in a quantitative field and extensive experience in buy-side or sell-side institutions, contributing to the bank's strategic balance sheet support and mortgage modeling capabilities.

Skills

C++17 Python JNI SWIG System V ABI Windows ABI cdecl stdcall fastcall compiler behavior object file formats dynamic linking symbol resolution runtime behavior Git Jira Confluence

What you'll do

  • Design and implement high-performance APIs for mortgage analytics in C++
  • Enhance the firm’s proprietary quantitative library to improve performance and usability
  • Generate, test, and deploy new ideas to boost system efficiency and team productivity
  • Improve the safety and reliability of the financial modeling software library
  • Collaborate with model development teams to integrate advanced analytical capabilities

What we're looking for

  • 7+ years of quantitative analytics experience in finance or related field
  • Proficient in C++17 and Python 3 for software development
  • Experience designing and developing C APIs (JNI, SWIG)
  • Deep understanding of platform-specific ABIs and calling conventions
  • Expertise in compiler behavior, object file formats, and dynamic linking
  • Ability to write portable and stable C interfaces for cross-platform use
  • Familiarity with agile technologies such as Git, Jira, and Confluence

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