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C++ Quantitative Analytics Engineer

https://www.wellsfargo.com/ Logo

Wells Fargo

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Location:
United States , New York

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Contract Type:
Not provided

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Salary:

185000.00 - 300000.00 USD / Year

Job Description:

The Front Office Financial Software Engineer will play a pivotal role in designing and implementing high-performance APIs that expose a comprehensive mortgage analytics quantitative library. These APIs will serve as the backbone for delivering advanced financial modeling capabilities—including interest rate modeling, mortgage prepayment and default analysis, derivative valuation, hedging strategies, and horizon forecasting—to a diverse set of users and use cases across the bank.

Job Responsibility:

  • Implement and enhance the firm’s proprietary analytics library in C++
  • Generate, test, implement, and deploy ideas to improve system performance or team productivity
  • Improve the library’s safety, reliability, and usability
  • Work constructively in collaboration with business, model development, model validation, and IT
  • Ability to travel up to 10% of the time

Requirements:

  • 7+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
  • 2+ years of hands-on C++17 and Python 3 experience
  • 1+ year of C API design and development experience (JNI, SWIG)

Nice to have:

  • Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
  • Experience with API design (e.g. scripting find modules, CTest, CMake presets)
  • Deep understanding of platform-specific ABIs (e.g., System V ABI, Windows ABI)
  • Experience with calling conventions (cdecl, stdcall, fastcall, etc.)
  • Familiarity with compiler behavior and object file formats
  • Ability to write portable and stable C interfaces
  • Knowledge of dynamic linking, symbol resolution, and runtime behavior
  • Hands on programming experience on C++2x
  • 3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor
  • Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence
What we offer:
  • 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

Additional Information:

Job Posted:
January 26, 2026

Expiration:
January 29, 2026

Employment Type:
Fulltime
Work Type:
On-site work
Job Link Share:

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