Vice President - Lead Securities Quantitative Analytics Specialist

Actively Reviewing the Applications

Wells Fargo

India, Karnataka Full-Time On-site

Posted 4 hours ago • Apply by June 11, 2026

Job Description

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.

About The Role

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

Reference Number

R-528119