Corporate Risk in Wells Fargo:Corporate Risk helps Wells Fargo businesses identify and manage risk. The team focuses on three key risk areas: credit risk, operational risk and market risk. As the company's second line of defense, Corporate Risk – or Independent Risk Management – provides independent oversight of risk-taking activities. Independent Risk Management establishes and maintains Wells Fargo's risk management program and provides oversight, including challenges to and independent assessment of the frontline's execution of its risk management responsibilities. Corporate Risk roles depend on a variety of skills, viz. data analysis and synthesis, root cause analysis, change management, process management & execution, risk governance, risk strategy, risk identification & assessment, risk prevention, controls & mitigation, risk monitoring, reporting & escalation, risk systems & technology.Risk Modeling Group (RMG) Forecasting:The team is responsible for development and delivery of models leveraged for Credit Risk, Compliance Risk, and Operational Risk. These include models for credit and pre-provision net revenue (PPNR) forecasting, and fair lending.Deposit & CSBB Modeling Team:This team within RMG (Risk Modeling Group) Forecasting is responsible for driving entire model life cycle (model development, monitoring & forecasting) of Wells Fargo deposit balance and yield. Deposit Modeling team support Pre-Provision Net Revenue (PPNR) estimates including forecasting deposit balance & rate models to support ALM, FP&A, CCAR and Recovery and Resolution Planning. Team is responsible for the design, development, delivery, monitoring and forecasting of econometric forecasting models for Deposit (Interest Expense), Fees (Non-II) & Expense (Non-IE) components to support business planning and economically sensitive CCAR submission.About this role:Wells Fargo is seeking a Senior Quantitative Analytics Specialist.
In this role, you will:Perform highly complex activities related to creation, implementation, and documentationUse highly complex statistical theory to quantify, analyze and manage marketsForecast losses and compute capital requirements providing insights, regarding a wide array of business initiativesUtilize structured securities and provide expertise on theory and mathematics behind the dataManage market, credit, and operational risks to forecast losses and compute capital requirementsParticipate in the discussion related to analytical strategies, modeling and forecasting methodsIdentify structure to influence global assessments, inclusive of technical, audit and market perspectivesCollaborate 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, educationMaster's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer scienceDesired Qualifications:Master's degree or higher in a quantitative field such as Statistics/Economics4+ years of experience in Deposit & PPNR, Treasury Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education4+ years of experience in Deposit balance sheet modeling and treasury/liquidity analytics in support of asset & liability management (ALM), FP&A and capital planning by capturing interest rate risk in the banking book (IRRBB) by EVE4+ years of advanced programming expertise in SAS or Python or RStrong documentation and project management capabilities with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environmentExcellent verbal, written, and interpersonal communication skillsStrong ability to develop partnerships and collaborate with other business and functional areasExcellent verbal, written, and interpersonal communication skillsPerform various complex activities related to deposit balance sheet modelingProvide analytical support for development, remediation, monitoring, and production of Deposit & PPNR modelsSupport development, implementation, execution and monitoring of Regulatory models such as Basel, CECL, and CCAR modelsDevelop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performanceIdentify opportunities and deliver process improvements, standardization, rationalization and automationsEnhance and standardize performance analysis, reporting packages and business loss forecast processesMaintain documentation for development, implementation and monitoring of processes across the team with focus on standardization of controlsAbility to identify and manage complex issues and negotiate solutions within a geographically dispersed organizationJob Expectations:Enhance Deposit modeling framework effectively ensuring consistency in modeling methodologies, Annual/Semi-Annual validations and Audit- tracking thereby ensuring controlled model riskContribute to the bank’s balance sheet and income statement modeling methodologies in support of asset & liability management (ALM), FP&A and capital planning by capturing interest rate risk in the banking book (IRRBB) by EVEResponsible for steering stakeholder conversations of user review and model challenge sessions with Business, Finance, Treasury and Model Risk Management for signoffs on Champion & Challenger modelsConduct econometric and statistical analysis of time series and panel data setsKnowledge on Python/R/SAS is mustKnowledge on model life cycle (development, monitoring, implementation and forecasting) and its intricacies are good to haveShould possess strong documentation capabilities which would effectively convey complex models and processesCommunicate design and results of complex models to a variety of audiences, including senior management, bank supervisors, Model Governance, Internal Audit and LOB end usersCoordinate with business partners, including forecasting teams, and end users to ensure accurate model usage and implementationAdhere to model validation governance to ensure models are following policy and are working as intended, address model validation and regulatory feedback issuesSolving model development and model analytics/forecasting challenges in python with quick turn arounds

Posting End Date: 

29 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.

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

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