Senior Lead Mortgage Securities Quantitative Analytics Specialist

About this role:

Wells Fargo is seeking a Quantitative Java Software Engineer, Executive Director (Senior Lead Securities Quantitative Analytics Specialist).  A successful applicant will be a Java quantitative developer in the Mortgage Modeling Development Center in Wells Fargo Securities, with a focus on Juniper Vasara development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such us FRTB and CCAR.Juniper

Vasara is a joint venture between multiple Quant and Technology teams, and you will work as a mortgage quant developer focusing on specific risk management and pricing solutions for our trading partners.
Juniper Vasara is a horizontal solution designed to be use case agnostic to achieve maximum consistency and re-usability.

Essential duties and responsibilities include:

Partnership with Technology teams to enhance and improve the capabilities of the new strategic valuation and risk platform

Integration of mortgage pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues

Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management Analyze performance, propose remedial or optimization plans, and ensure execution to enhance the new strategic valuation and risk platform for the securities businesses

Consistently deliver high-quality software and documentation in an Agile SDLCIn this role you will:

Proactively participate in complex software design & development activities within an Agile environment

Contribute to large-scale project planning, balancing short and long-term objectives

Generate, test, implement, and deploy ideas to improve system performance or team productivity.

Use quantitative and technological techniques to solve complex business problems

Meet deliverables while leveraging solid understanding of policies, procedures, and compliance requirements

Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals

Effectively communicate with and build consensus with all project stakeholders

Required Qualifications:

7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education5+ years of hands-on coding experience, Java and C++ are most3+ years of product and market experience in mortgages

Desired

Qualifications:

5+ years of experience with emphasis on functional programming1+ years of Python experience

Experience with asynchronous event driven or reactive programming architectures

Experience interpreting and solutioning for risk Master's degree or higher in computer science or finance/mathematics

Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence Experience in or passionate about Agentic AI Excellent verbal, written, and interpersonal communication skills

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:550 S Tyron Charlotte, NCPosting End Date: 26 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, 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…