# Senior Lead Securities Quantitative Analytics Specialist, Mortgage & RMBS Modeling at Wells Fargo

Wells Fargo is hiring a Senior Lead Securities Quantitative Analytics Specialist, Mortgage & RMBS Modeling in New York, United States. Level rates it Little AI ●○○○; you can [apply on Wells Fargo](https://jobsbylevel.com/go/98ae73aa-4be7-432e-8131-52d9c6509f4c?utm_medium=ai-agent).

AI Level 1, AI centrality 34 out of 100. NEW YORK, NY.

## Details

- Company: [Wells Fargo](https://jobsbylevel.com/companies/wells-fargo)
- AI level: AI Level 1 (score 34 out of 100)
- Location: NEW YORK, NY
- Posted: October 29, 2026
- Apply: https://jobsbylevel.com/go/98ae73aa-4be7-432e-8131-52d9c6509f4c?utm_medium=ai-agent
- Free CV review for this job: https://jobsbylevel.com/cv-review?job=senior-lead-securities-quantitative-analytics-specialist-mortgage-rmbs-modeling-at-wells-fargo-bc09ef

## Description

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. The role requires hands-on experience working with large-scale mortgage datasets and industry platforms such as Loan Performance, McDash, Intex, 1010data, and agency credit risk transfer data, along with the ability to translate collateral behavior into robust forecasts of cash flows, valuation, and risk. In this role, you will: Lead the research, design, development, calibration, and enhancement of loan- and pool-level mortgage models, including prepayment, delinquency transition, cure, default, liquidation, recovery, and loss severity models. Conduct empirical research on borrower behavior and mortgage credit performance using large-scale loan-level, servicing, property, transaction, and macroeconomic data. Build and maintain model-ready datasets using industry and internal mortgage data, evaluating data quality, coverage, representativeness, and historical performance. Apply statistical, econometric, machine learning, and cash-flow modeling techniques to capture refinancing incentives, credit migration, housing and interest-rate conditions, loan characteristics, servicing behavior, and deal-specific features. Translate collateral-level projections into RMBS cash flows, valuation, option-adjusted spread, risk measures, scenario analysis, and stress-testing results. Perform model back-testing, benchmarking, sensitivity and stability analysis, and ongoing performance monitoring; identify model limitations and recommend appropriate model enhancements or remediation. Develop clear model documentation covering methodology, assumptions, data, estimation, testing, limitations, and intended use, and provide quantitative support through model validation, governance, audit, and regulatory review. Partner with traders, portfolio managers, risk managers, and other senior stakeholders to apply mortgage models to pricing, relative-value analysis, portfolio management, forecasting, and risk management. Monitor developments in mortgage markets, borrower behavior, housing, interest rates, origination, servicing, and securitization, and assess their implications for model performance, valuation, and portfolio decisions. Provide technical leadership, establish sound modeling standards, review quantitative work, and mentor less experienced team members. Required Qualifications: 7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Desired Qualifications: 7+ years of experience developing mortgage securities, prepayment, default, credit, or other residential mortgage behavioral models, with deep knowledge of RMBS and mortgage collateral performance. Master’s degree or Ph.D. in mathematics, statistics, physics, engineering, computer science, quantitative finance, economics, or another highly quantitative discipline. Strong understanding of residential mortgage products, securitization structures, waterfall mechanics, mortgage cash flows, pricing, valuation, and OAS analytics. Demonstrated experience working with large-scale mortgage datasets and platforms such as 1010data, eMBS, Loan Performance, CoreLogic, McDash, and Intex. Strong knowledge of statistics, econometrics, financial mathematics, Monte Carlo simulation, and mortgage analytics. Advanced programming and data-analysis experience using Python and SQL; experience

The description is cut here. Read the full offer: https://jobsbylevel.com/jobs/senior-lead-securities-quantitative-analytics-specialist-mortgage-rmbs-modeling-at-wells-fargo-bc09ef

Source: https://jobsbylevel.com/jobs/senior-lead-securities-quantitative-analytics-specialist-mortgage-rmbs-modeling-at-wells-fargo-bc09ef

## Cite this page

Level. https://jobsbylevel.com/jobs/senior-lead-securities-quantitative-analytics-specialist-mortgage-rmbs-modeling-at-wells-fargo-bc09ef.

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