Vice President - Lead Securities Quantitative Analytics Specialist

About this role: Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist In this role, you will: Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors Use quantitative and technological techniques to solve complex business problems Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation Resolve issues and achieve goals Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements Influence and lead the broader work team to meet deliverables and drive new initiatives Lead projects, teams, or serve as a peer mentor Collaborate and consult with peers, colleagues, and mid-level to senior managers Play an integral role to the trading floor 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 Desired Qualifications: Experience of C++ development experience where C++ constitutes 80%+ of the development demonstrated through one or a combination of the following: work experience, training, education BS or higher in computer science Proficient in latest C++ standards (C++17,20,etc)  Proficient in design patterns Education/experience in quantitative areas Strong analytical skills with high attention to detail and accuracy Experience in quantitative computing systems and database development is preferred Knowledge in financial products and market and/or counterparty risk Job Expectations: Department Overview Mortgage Modeling Development Center (MMDC) The MMDC centrally manages all quantitative modeling related to market and interest rate risk on the bank’s mortgage products including consumer banking mortgage activities, trading activities and investment portfolio positions in mortgage products.

This role includes model testing, development of libraries, analytic framework design, data infrastructure construction and maintenance, liaising with onshore partners, working in collaboration and strong partnership with model developers and various other stakeholders. Functional Responsibilities Duties include, but are not limited to: Develop C++ utility and quant library Experience in C++ DevOps and build systems, specifically CMake (presets and cache) Experience in software development lifecycle (SDLC) and Agile technologies (Git, Jira, Confluence) Familiarity with CI/CD automation, preferably GitHub Actions Python preferred but optional Work in close partnership with model developers, model users, Investment Portfolio technology and other stakeholders Perform highly complex activities related to design, development, implementation and documentation tools & infrastructures for quantitative mortgage models and analytics Model tests, library development, process automation, analytic framework design, analytic data infrastructure construction and maintenance, and relevant system implementation Design and document development best practice process Collaborate and consult with model developers, model users, technology experts Posting End Date:   4 Sep 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,