C++ Quantitative Analytics Engineer - Executive Director
Posted 4 weeks ago Expired
This job has expired
Looking for a job like C++ Quantitative Analytics Engineer - Executive Director in or near New York, NY? Upload your resume and we'll notify you when similar positions become available.
Upload Your ResumeAbout This Role
This role involves designing and implementing high-performance C++ APIs for a comprehensive mortgage analytics quantitative library at Wells Fargo. The APIs will deliver advanced financial modeling capabilities, including interest rate modeling and derivative valuation, to various users across the bank.
Responsibilities
- 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
Requirements
- 7+ years of Quantitative Analytics experience
- 2+ years of hands-on C++17 and Python 3 experience
- 1+ year of C API design and development experience (JNI, SWIG)
Qualifications
- 7+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Nice to Have
- Master's degree or higher in a quantitative discipline
- Experience with API design (scripting find modules, CTest, CMake presets)
- Deep understanding of platform-specific ABIs (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
Skills
* Required skills
Benefits
About Wells Fargo
Wells Fargo Corporate & Investment Banking delivers a comprehensive suite of capital markets, banking, and financial products and services to over 12,000 clients around the world, including over 90% of the S&P 500.