Senior Lead Securities Quantitative Analytics Specialist - C++ Engineer

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:

• 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

Pay Range
 

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to demonstrated examples of prior performance, skills, experience, or work location. Employees may also be eligible for incentive opportunities.

$215,000.00 - $355,000.00

Posting End Date:

18 Jun 2026

*Job posting may come down early due to volume of applicants.

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Drug and Alcohol Policy

 

Wells Fargo maintains a drug free workplace.  Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.