Senior Mortgage Modeling Lead VaR Quant
CHARLOTTEonsitesenior
Posted today · via Workday
About this role
About this role Wells Fargo is seeking a Senior Lead Securities Quantitative Analytics Specialist (Executive Director) to join the Mortgage Modeling Development Center within the Investment Portfolio. This role will lead the development, enhancement, implementation, and production readiness of regulatory Value at Risk (VaR) and related market risk models for Structured Products, including RMBS, Agency and Non-Agency mortgage products, CMBS, CLO, ABS, CRT, CMO, ARMs, and other securitized products.…
What we'd score you on
reqspace match rubricFive 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, c++
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.
Score yourself on this role.
Free · no card · written explanation included
Skills in this role
Pulled from the job description. These are the keywords we'll weight when scoring your fit.
pythonc++
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