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Wells Fargo

Senior Lead Mortgage Securities Quantitative Analytics Specialist

CHARLOTTEonsitesenior

Posted today · via Workday

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About this role

About this role: Wells Fargo is seeking a Quantitative Java Software Engineer, Executive Director (Senior Lead Securities Quantitative Analytics Specialist). A successful applicant will be a Java quantitative developer in the Mortgage Modeling Development Center in Wells Fargo Securities, with a focus on Juniper Vasara development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such us FRTB and CCAR.…

Read the full description on Wells Fargo's site →

What we'd score you on

reqspace match rubric

Five dimensions, recruiter-grade. Upload your resume and we'll generate a written explanation of where you fit and where the gaps are.

1

Skills match

For this role: python, java, c++, git, jira…

2

Level fit

This role is senior-level. We check your trajectory against it.

3

Domain experience

Your work in the role's domain matters more than your years total. We weight recent and direct experience.

4

Recency

A skill you used last quarter weighs more than one from five years ago. We grade on recency, not lifetime.

5

Location fit

This role is based in CHARLOTTE. We weight your proximity and willingness to relocate.

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Skills in this role

Pulled from the job description. These are the keywords we'll weight when scoring your fit.

pythonjavac++gitjiraconfluenceteams

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