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Senior Lead Java Securities Quantitative Analytics Specialist jobs in United States
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Wells Fargo · 11 hours ago

Senior Lead Java Securities Quantitative Analytics Specialist

Wells Fargo is seeking a Senior Lead Java Securities Quantitative Analytics Specialist to join their Mortgage Modeling Development Center. The role focuses on developing the Juniper Vasara risk platform, enhancing capabilities, and collaborating with various teams to provide quantitative solutions for trading partners.
FinanceBankingFinTechPaymentsProperty & Casualty InsuranceFinancial ServicesInsurance
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H1B Sponsorednote

Responsibilities

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 SDLC
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

Qualification

JavaSecurities Quantitative AnalyticsC++Agile SDLCRisk ManagementFunctional ProgrammingAsynchronous ProgrammingAgentic AISoftware Development CycleCommunication Skills

Required

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Preferred

5+ years of hands-on coding experience, Java and C++ are most relevant
3+ years of product and market experience in mortgages
6+ years of Java experience with emphasis on functional programming
1+ years of C++ 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

Benefits

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

Company

Wells Fargo

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Wells Fargo & Company is a financial services firm that provides banking, insurance, investments, and mortgage services.

H1B Sponsorship

Wells Fargo has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2022 (1)

Funding

Current Stage
Public Company
Total Funding
unknown
1978-10-06IPO

Leadership Team

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Charlie Scharf
CEO
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Fernando Rivas
CEO of Corporate & Investment Banking
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Company data provided by crunchbase