Education: Master's degree
Experience: 3+ years
Wells Fargo is seeking a C++ Software Engineer, (Senior Lead Securities Quantitative Analytics Specialist). The Front Office Financial Software Engineer will play a pivotal role in designing and implementing high-performance APIs that expose a comprehensive mortgage analytics quantitative library. These APIs will serve as the backbone for delivering advanced financial modeling capabilities-including interest rate modeling, mortgage prepayment and default analysis, derivative valuation, hedging strategies, and horizon forecasting-to a diverse set of users and use cases across the bank.
The Wells Fargo Investment Portfolio (IP) manages the Company's Available-For-Sale (AFS) and Held-To-Maturity (HTM) securities and loan portfolios, and the Reinsurance and Bank Owned Life Insurance (BOLI) businesses as part of the Finance group. IP also provides strategic and analytical balance sheet support to the bank, as well as a centralized, street-facing trade execution and hedging function and centralized mortgage modeling for the enterprise.
- Implement and enhance the firm's proprietary analytics library in C++
- Generate, test, implement, and deploy ideas to improve system performance or team productivity
- Work constructively in collaboration with business, model development, model validation, and IT
- 7+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- 1+ year of C API design and development experience (JNI, SWIG)
- Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
- Experience with API design (e.g. scripting find modules, CTest, CMake presets)
- Deep understanding of platform-specific ABIs (e.g., System V ABI, Windows ABI)
- Experience with calling conventions (cdecl, stdcall, fastcall, etc.)
- Familiarity with compiler behavior and object file formats
- Knowledge of dynamic linking , symbol resolution , and runtime behavior
- 3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor
- Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence
Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to demonstrated examples of prior performance, skills, experience, or work location. Employees may also be eligible for incentive opportunities. $215,000.00 - $355,000.00
Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit
Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees.
- Health
benefits - 401(k) Plan - Paid time off - Disability
benefits - Life insurance, critical illness insurance, and accident insurance - Parental leave - Critical caregiving leave - Discounts and savings - Commuter
benefits - Tuition reimbursement - Scholarships for dependent children - Adoption reimbursement
29 Aug 2026 * Job posting may come down early due to volume of applicants.
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This posting was published by Wells Fargo on their own careers system and is shown here with a direct link to apply there. Employers: for corrections or removal, contact jobs@veritahire.com.