About this role:
Wells Fargo is seeking a C++ Software Engineer, (Senior Lead Securities Quantitative Analytics Specialist). The Front Office Financial Software Engineer will play a pivotal role in designing and implementing high-performance APIs that expose a comprehensive mortgage analytics quantitative library. These APIs will serve as the backbone for delivering advanced financial modeling capabilities-including interest rate modeling, mortgage prepayment and default analysis, derivative valuation, hedging strategies, and horizon forecasting-to a diverse set of users and use cases across the bank.
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:
Required Qualifications:
Desired Qualifications:
Job Expectations:
Posting Locations:
150 E 42nd St. New York, NY 10017
550 S Tyron Charlotte, NC
Wells Fargo is seeking a C++ Software Engineer, (Senior Lead Securities Quantitative Analytics Specialist). The Front Office Financial Software Engineer will play a pivotal role in designing and implementing high-performance APIs that expose a comprehensive mortgage analytics quantitative library. These APIs will serve as the backbone for delivering advanced financial modeling capabilities-including interest rate modeling, mortgage prepayment and default analysis, derivative valuation, hedging strategies, and horizon forecasting-to a diverse set of users and use cases across the bank.
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:
- 7+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- 2+ years of hands-on C+17 and Python 3 experience
- 1+ year of C API design and development experience (JNI, SWIG)
Desired Qualifications:
- Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
- Experience with API design (e.g. scripting find modules, CTest, CMake presets)
- Deep understanding of platform-specific ABIs (e.g., System V ABI, Windows ABI)
- Experience with calling conventions (cdecl, stdcall, fastcall, etc.)
- Familiarity with compiler behavior and object file formats
- Ability to write portable and stable C interfaces
- Knowledge of dynamic linking, symbol resolution, and runtime behavior
- Hands on programming experience on C+2x
- 3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor
- Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence
Job Expectations:
- Ability to travel up to 10% of the time
- This position is eligible for Visa sponsorship
- Must be able to work on-site
Posting Locations:
150 E 42nd St. New York, NY 10017
550 S Tyron Charlotte, NC
Top Skills
C++17
Cmake
Ctest
Jni
Python 3
Swig
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