Senior Lead Java Securities Quantitative Analytics Specialist

Wells Fargo

Charlotte, NC, US
7+ years securities quantitative analytics experience
5+ years java experience with functional programming
3+ years product and market experience in mortgages
The role focuses on developing mortgage pricing and risk analytics solutions for the Juniper Vasara next-generation risk platform

Job Summary

  • The role focuses on developing mortgage pricing and risk analytics solutions for the Juniper Vasara next-generation risk platform.
  • Candidates will collaborate with Technology teams, Quant teams, and Business Stakeholders to enhance valuation capabilities in an Agile SDLC.
  • This position requires a deep understanding of capital markets risk computations including FRTB and CCAR calculations.

Matching Summary

The role focuses on developing mortgage pricing and risk analytics solutions for the Juniper Vasara next-generation risk platform.

Skills & Requirements

Must-have

  • 7+ years Securities Quantitative Analytics experience
  • 5+ years Java experience with functional programming
  • 3+ years product and market experience in mortgages
  • 1+ years C++ experience
  • Experience with asynchronous event driven architectures

Nice-to-have

  • Experience interpreting and solutioning for risk
  • Passionate about Agentic AI
  • Solid understanding of policies and compliance requirements
  • Excellent verbal, written, and interpersonal communication skills

Key Requirements

  • Master's degree or higher in computer science or finance/mathematics
  • Eligible for Visa sponsorship
  • Must be able to work on-site in Charlotte, NC
  • Ability to travel up to 10% of the time

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter