Senior Lead Securities Quantitative Analytics Specialist - C++ Engineer
Core
Designing and implementing high-performance C++ APIs to expose a comprehensive mortgage analytics quantitative library for advanced financial modeling, including interest rate modeling, mortgage prepayment/default analysis, derivative valuation, and hedging strategies.
Role type
Senior Lead Securities Quantitative Analytics Specialist (C++ Engineer)
Builds
High-performance APIs and proprietary analytics libraries for the Wells Fargo Investment Portfolio
Domain
Financial Services / Quantitative Analytics / Mortgage Modeling
Deliverable
production ML models | product features
Required skills
C++17, Python 3, C API design (JNI, SWIG), quantitative analytics, system performance optimization, API design, platform-specific ABIs, calling conventions, compiler behavior, dynamic linking, symbol resolution
Preferred skills
C++2x, quantitative analytics library software development in buy-side/sell-side institutions, Git, Jira, Confluence
Technologies
C++, Python, JNI, SWIG, CTest, CMake
Responsibilities
Implement and enhance the firm's proprietary analytics library in C++, generate and deploy ideas to improve system performance or team productivity, improve the library's safety, reliability, and usability, collaborate with business, model development, model validation, and IT teams
Seniority
Senior Lead, hands-on IC with mentorship responsibilities