Senior Lead Mortgage Securities Quantitative Analytics Specialist

What you’d do

Java quantitative developer in the Mortgage Modeling Development Center, building Juniper Vasara, the bank's next-generation risk platform for pricing and risk calculations such as FRTB and CCAR. Full time in Charlotte, NC. Found on the employer's careers page on Oct 18, 2026. Apply through the link.

You’ll need

• 7+ years of Securities Quantitative Analytics experience
• 5+ years hands-on Java and C++ coding
• 3+ years product and market experience in mortgages