About this role:

Wells Fargo is seeking a Securities Quantitative Analytics Associate. The front office financial engineer will be involved in the implementation of interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business in Wells Fargo.

In this role, you will:

Implement and enhance the firm’s proprietary quantitative library in C++.
Generate, test, implement, and deploy ideas to improve system performance or team productivity.
Improve the safety and reliability of the library.
Work constructively in collaboration with business, model development, model validation, and IT.

Required Qualifications:

2+ 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:

A Master's degree or higher in a quantitative discipline
Experience in advanced and modern cpp features/techniques/libraries: templates, C++1x, std, boost
General knowledge of applied math
Software engineering principles
Experience in software development cycle and agile technologies
Experience in SQL or VBA experience
Experience in mortgage analytics

Job Expectations:

Willingness to work on-site at stated location on the job opening
Ability to travel up to 5% of the time

Pay Range

$115,900.00 - $206,100.00 Annual

Benefits

Information about Wells Fargo's employee benefits

We Value Diversity

At Wells Fargo, we believe in diversity, equity and inclusion in the workplace; accordingly, we welcome applications for employment from all qualified candidates, regardless of race, color, gender, national origin, religion, age, sexual orientation, gender identity, gender expression, genetic information, individuals with disabilities, pregnancy, marital status, status as a protected veteran or any other status protected by applicable law.

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.

Candidates applying to job openings posted in US: All qualified applicants will receive consideration for employment without regard to race, color, religion, age, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.