Description
Wells Fargo is hiring a Quantitative Software Engineer, Executive Director (Senior Lead Securities Quantitative Analytics Specialist) to develop Python-based ALM models and integrate pricing and risk analytics for the Juniper Vasara risk platform. The role involves software design, testing, deployment, performance optimization, stakeholder collaboration, and delivery in an Agile environment. It requires 7+ years of securities quantitative analytics experience and 7+ years of professional Python 3 experience, offers visa sponsorship, requires on-site work, and is posted for New York and Charlotte.
