Senior Lead Securities Quantitative Analytics Specialist, Mortgage & RMBS Modeling
NEW YORKonsitesenior$215K – $355K
Posted today · via Workday
About this role
About this role: About this role: Wells Fargo is seeking a Senior Lead Securities Quantitative Analytics Specialist to lead quantitative modeling focused on residential mortgage and non-agency RMBS . This position is responsible to lead the research, development, implementation, and ongoing enhancement of loan- and pool-level prepayment, delinquency, default, cure, liquidation, recovery, and loss severity models. The successful candidate will bring deep expertise in mortgage borrower behavior, residential credit performance, securitization structures, cash-flow modeling, and mortgage valuation.…
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++, sql, less
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 NEW YORK. 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++sqlless