Senior Lead Securities Quantitative Analytics Specialist, Mortgage & RMBS Modeling
Wells Fargo · Posted Nov 8, 2026
- Charlotte, North Carolina, United States
- Hybrid
- Full-time · Senior
- $215K–$355K per year
- 7+ years
Lead quantitative modeling for residential mortgage and RMBS, developing and enhancing loan- and pool-level prepayment, delinquency, default, and loss severity models.
Compensation
$215,000.00 - $355,000.00
Responsibilities
- Lead the research, design, development, calibration, and enhancement of loan- and pool-level mortgage models
- Conduct empirical research on borrower behavior and mortgage credit performance
- Build and maintain model-ready datasets
- Apply statistical, econometric, machine learning, and cash-flow modeling techniques
- Translate collateral-level projections into RMBS cash flows, valuation, and risk measures
Requirements
- Master’s degree or Ph.D. in mathematics, statistics, physics, engineering, computer science, quantitative finance, economics, or another highly quantitative discipline