About this role

Wells Fargo is seeking a Securities Quantitative Analytics Senior Manager (Executive Director) within the Investment Portfolio organization. In this leadership role, you will guide a team responsible for building and enhancing quantitative models and tools that support mortgage risk management, trading, pricing, forecasting, and strategy optimization. You will also provide direction and oversight to the Mortgage Analytics Platform team to ensure high‑quality, timely deliverables that support both business growth and strategic initiatives.

Essential Duties & Responsibilities

Lead the design and implementation of quantitative models for mortgage risk management, trading strategies, and pricing of mortgage and mortgage‑derivative products.Develop, integrate, and deploy pricing models in partnership with other Quant teams, offering expertise in software design, implementation, and performance optimization.Collaborate and communicate effectively with Business Stakeholders, Quant Teams, Technology partners, and Project Management.

Deliver high‑quality software and documentation aligned with standardized planning practices and an Agile‑based SDLC process

In this role, you will:

Manage and develop teams of individual contributors and managers in roles with moderate complexity and riskUse quantitative and technological techniques to solve complex business problemsDevelop automated trading algorithms, create cutting-edge derivative pricing models, and empirical models to provide insight into market behaviorInterpret and develop policies and procedures for functions with a moderate complexity within scope of responsibilityAnalyze exposures and structuring transactions to meet client needsDetermine appropriate strategy and actions of Securities Quantitative Analytics team to meet moderate to high-risk deliverablesDesign and develop complex parallel computing architectures, electronic trading tools, and advanced algorithmCollaborate with and influence all levels of professionals, including more experienced managersPlay an integral role to the trading floorDevelop and guide a culture of talent development to meet business objectives and strategyManage allocation of people and financial resources for Securities Quantitative AnalyticsDevelop and guide a culture of talent development to meet business objectives and strategy

Required Qualifications:

6+ years of Securities Quantitative Analytic experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education3+ years of management or leadership experience

Desired Qualifications:

6+ years hands on programming experience, Java is most relevant, with an emphasis on integration of numerical models.3+ experience in mentoring and coaching junior software engineers3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor Demonstrated ability to lead and manage large scale software development projectsExpert in managing the software development cycle, e.g. Git, Jira, ConfluenceExtensive experience in high performance computing architecture design and implementationExcellent verbal, written, and interpersonal communication skills with the ability to effectively communicate complex technical concepts to both technical and non-technical audiencesExperience in Agentic AIMaster's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Job Expectations:

Ability to travel up to 10% of the timeThis position is eligible for Visa sponsorshipMust be able to work on-site

Posting Locations:

150 E 42nd St. New York, NY  10017

550 S Tyron Charlotte, NC

Posting End Date: 

24 Jan 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.