Job Description

About this role:

Wells Fargo is seeking a Senior Quantitative Analytics Specialist.

This role includes model testing, development of libraries, analytic framework design, data infrastructure construction and maintenance. Liaising with onshore partners, working in collaboration and strong partnership with model developers and various other stakeholders.

In this role, you will:

• Perform highly complex activities related to creation, implementation, and documentation

• Use highly complex statistical theory to quantify, analyze and manage markets

• Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives

• Utilize structured securities and provide expertise on theory and mathematics behind the data

• Manage market, credit, and operational risks to forecast losses and compute capital requirements

• Participate in the discussion related to analytical strategies, modeling and forecasting methods

• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives

• Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills

Required Qualifications:

• 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Master's degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline

Desired Qualifications

• 4+ years of quantitative analytics programming experience, or equivalent demonstrated through one or a combination of the following: work experience, training, education
• Masters degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics or computer science
• Programming skills using Python/SQL/Excel/Java/R
• Education/experience in quantitative areas
• Strong analytical skills with high attention to detail and accuracy
• Experience in quantitative computing system and database development is preferred
• Knowledge in financial products and market and/or counterparty risk

Job Expectations:

• Model tests, library development, analytic framework design, analytic data infrastructure construction and maintenance, and relevant system implementation
• Working in close partnership with model developers, model users, risk technology and other stakeholders
• Perform highly complex activities related to design, development, implementation and documentation tools & infrastructures for quantitative risk models analytics
• Participate in the discussion related to analytical strategies, modelling methods workflow, analysis and testing procedure and operation process
• Collaborate and consult with model developers, model users, risk technology experts
• Develop, implement, and calibrate various analytical models
• Perform highly complex activities related to financial products, business analysis and modeling
• Perform statistical and mathematical models using Python, R, C++ and SQL
• Perform analytical support and provide insights regarding a wide array of business initiatives
• Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management
• Collaborate and consult with peers, colleagues, managers, and regulators to resolve issues and achieve goals

Posting End Date:

5 Jul 2026

*Job posting may come down early due to volume of applicants.

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.