Lead Securities Quantitative Analytics Specialist

About this role:
Wells Fargo is seeking a Quantitative Software Engineer, Vice President (Lead Securities Quantitative Analytics Specialist). The front office financial software engineer will be involved in the implementation of various financial models, including interest rate, mortgage prepayment and default, derivative valuation, hedging, and horizon forecast models. A core focus of the role is on software engineering and DevOps best practices to enhance and streamline the library development and release cycle and CI/CD workflow, optimizing the translation of business and mathematical logic into performant, modular, and appropriately abstracted code. SDLC automation is also a focus, e.g. build system, testing, and release.
The Wells Fargo Investment Portfolio (IP) manages the Company's Available-For-Sale (AFS) and Held-To-Maturity (HTM) securities and loan portfolios, and the Reinsurance and Bank Owned Life Insurance (BOLI) businesses as part of the Finance group. IP also provides strategic and analytical balance sheet support to the bank, as well as a centralized, street-facing trade execution and hedging function and centralized mortgage modeling for the enterprise.
In this role you will:
• Implement and enhance the firm's proprietary analytics library in C++.
• Generate, test, implement, and deploy ideas to improve system performance or team productivity.
• Improve the library's safety, reliability, and usability.
• Work constructively in collaboration with business, model development, model validation, and IT.
Required Qualifications:

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 2+ years of C+17
• 3+ yrs Python experience

Desired Qualifications:

• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
• 2+ years hands on programming experience, C+17, C+2x
• 3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor
• 3+years of DevOps concepts, specifically in CI/CD
• Experience with CMake (e.g. scripting find modules, CTest, CMake presets)
• Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence
• Experience with asynchronous event driven or reactive programming architectures
• Experience in or passionate about Agentic AI
• Excellent verbal, written, and interpersonal communication skills

Job Expectations:

• Ability to travel up to 10% of the time
• Work Hybrid schedule from uptown Charlotte, NC or 194 Wood Avenue South, Iselin, NJ.
• Specific compliance policies may apply regarding outside activities and/or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.