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
Wells Fargo New York, New York, USA Office
150 E 42nd Street, New York, NY, United States, 10017
Wells Fargo New York, New York, USA Office
500 West 33rd Street Manhattan, New York, NY, United States, 10001
Similar Jobs at Wells Fargo
Fintech • Financial Services
As a Personal Banker, you will provide exceptional customer service, assist with account openings and requests, and build relationships to help customers achieve financial success.
Top Skills:
Banking SoftwareMobile Banking Technology
Fintech • Financial Services
The role involves developing a next-generation UI platform for the CIB Quant organization, focusing on risk management and pricing solutions, and mentoring team members.
Top Skills:
AgchartAggridAngularAWSAzureC++CSS3GoHTML5JasmineJavaJavaScriptJenkinsJestNode.jsOpenshiftPHPPlaywrightPythonReactRedux ToolkitTypescript
Fintech • Financial Services
The Senior Product Manager leads product management initiatives for payables solutions, analyzes market research, resolves complex issues, and mentors teams to achieve project goals.
Top Skills:
Agile Delivery PracticesPayments
What you need to know about the NYC Tech Scene
As the undisputed financial capital of the world, New York City is an epicenter of startup funding activity. The city has a thriving fintech scene and is a major player in verticals ranging from AI to biotech, cybersecurity and digital media. It also has universities like NYU, Columbia and Cornell Tech attracting students and researchers from across the globe, providing the ecosystem with a constant influx of world-class talent. And its East Coast location and three international airports make it a perfect spot for European companies establishing a foothold in the United States.
Key Facts About NYC Tech
- Number of Tech Workers: 549,200; 6% of overall workforce (2024 CompTIA survey)
- Major Tech Employers: Capgemini, Bloomberg, IBM, Spotify
- Key Industries: Artificial intelligence, Fintech
- Funding Landscape: $25.5 billion in venture capital funding in 2024 (Pitchbook)
- Notable Investors: Greycroft, Thrive Capital, Union Square Ventures, FirstMark Capital, Tiger Global Management, Tribeca Venture Partners, Insight Partners, Two Sigma Ventures
- Research Centers and Universities: Columbia University, New York University, Fordham University, CUNY, AI Now Institute, Flatiron Institute, C.N. Yang Institute for Theoretical Physics, NASA Space Radiation Laboratory
