Summary
Jared Marks is a Lead Software Engineer with eight years of experience building portfolio optimization and analytics platforms for institutional asset management, currently driving SMA optimization and core infrastructure at Allspring Global Investments. He combines quantitative finance training (MSc in Financial Engineering and an MBA in Applied Investment Management) with hands-on engineering, having led similar SMA infrastructure efforts at Wells Fargo and contributed to data quality and controls in Global Markets Risk at BofA Merrill Lynch. Jared has a track record of translating complex risk and optimization problems into scalable, auditable systems, blending backend engineering, quantitative modeling, and operational rigor. His background spans both buy-side quantitative development and enterprise risk systems, giving him a rare dual fluency in finance and production-grade software. Based in Charlotte, NC, he brings pragmatic leadership to cross-functional teams and a history of improving decision-quality through better data and optimization pipelines.
8 years of coding experience
6 years of employment as a software developer
Master of Business Administration (MBA), Applied Investment Management, Master of Business Administration (MBA), Applied Investment Management at University of North Carolina at Charlotte
Master of Science (MSc) - Financial Engineering, Master of Science (MSc) - Financial Engineering at WorldQuant University
Bachelor's Degree, Business Administration, Bachelor's Degree, Business Administration at University of Northwestern Ohio