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Senior Lead Securities Quantitative Analytics Specialist - C Engineer - Wells Fargo
Software Engineer
Lead the design and implementation of high‑performance C++ APIs that expose a mortgage analytics library, enabling interest‑rate modeling, prepayment/default analysis, derivative valuation, and hedging strategies for front‑office users.
About the role
Key Responsibilities
- Architect and develop low‑latency C++ APIs that provide access to a comprehensive mortgage analytics quantitative library.
- Collaborate with front‑office traders, risk managers, and data scientists to translate complex financial models into production‑ready code.
- Optimize computational performance for interest‑rate modeling, prepayment/default forecasts, and derivative valuation using high‑performance computing techniques.
- Maintain and extend the library’s functionality for hedging strategies, horizon forecasting, and scenario analysis.
- Ensure code quality, reliability, and scalability through rigorous testing, code reviews, and documentation.
Requirements
- 10+ years of professional C++ development experience, preferably in a financial services environment.
- Deep understanding of quantitative finance concepts such as interest‑rate models, mortgage prepayment/default behavior, and derivative pricing.
- Proven expertise in designing high‑performance, low‑latency APIs and optimizing computationally intensive algorithms.
- Strong problem‑solving skills with the ability to work cross‑functionally and mentor junior engineers.
- Experience with version control, CI/CD pipelines, and modern software engineering best practices.