About this role:

Wells Fargo is seeking a Senior Securities Quantitative Analytics Specialist who will be responsible for performing complex activities related to the design, development, validation, implementation, documentation, and ongoing maintenance of securities quantitative models for Pricing/Risk that offers insights and recommendations on portfolio performance for the front office team.  Utilizes advanced mathematical skills and programming to create and validate analysis

Corporate & Investment Banking (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. The Markets vertical is an integral part of CIB. The Model Development and Maintenance (MDM) team is an extension of the US Front Office team and works with the global quants team to develop and monitor models. The team works in various asset classes such as Interest Rate, Credit, Equity, Commodity, FX and XVA on models that are used for pricing, risk management and stress testing

In this role, you will:

Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative AnalyticsContribute to large-scale departmental planningCombine mathematical programming and market expertise to build and generate systematic strategiesReview and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factorsUse quantitative and technological techniques to solve complex business problemsConduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generationResolve moderately complex issues independentlyLead team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirementsCollaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goalsLead projects, teams, or serve as a mentor for less experienced staffPlay an integral role to the trading floorCombine mathematical programming and market expertise, to build and generate systematic strategiesLead the strategy and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywideDeliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to othersUse quantitative and technological techniques to solve complex business problemsConduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generationDevelop cutting-edge derivative pricing models and empirical models, to provide insight into market behaviorEngage with all levels of professionals and managers companywide and serve as an expert advisor to leadershipWork constructively in collaboration with business, model development, model validation, and information technologyLead or participate in moderately complex initiatives and deliverables within Securities Quantitative AnalyticsCombine mathematical programming and market expertise to build and generate systematic strategiesReview and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factorsUse quantitative and technological techniques to solve complex business problemsConduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generationResolve moderately complex issues independentlyCollaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goalsPlay an integral role to the trading floor by partnering and enabling advanced analytics

Required Qualifications:

4+ 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:

Partner with the trading desk in daily tasks such as model calibration and pricing/risk management issues and strategiesThis role might involve working with Traders in APAC during trading hoursWork in our quant library, contributing to our modeling efforts, and providing expertise on implementation issuesProduce high quality model documents that satisfy model validation and regulatory requestsCollaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.Participating in model development and deploymentTesting and documentationParticipating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing and UATChecking the consistency and accuracy of quantitative modelsTesting tools and testing (partial) automationDeveloping testing scripts and automation scripts, e.g., for the Quant testing frameworkParticipation in issue resolutionDebugging case preparation (to produce isolated cases to demonstrate the issues) for the US Quants or the tradersDebug and conclude data issues/model input issuesProducing high quality model documentationParticipating in the creation, execution and development of Front Office test plansParticipation in the creation, execution and development of model monitoring plansWriting code (in Python, C++, etc.) and refactoring codeActively participating and contributing in team discussions on project specific areas/assignmentsMaintaining proper documentation of all processes and keeping the code up to dateAnswering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts as requested by stakeholdersPlay an integral role to the trading floor

Job Expectations:

A master’s or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc., with exposure to stochastic calculus.4+ years of experience in Securities Quantitative Analytics model development in Interest Rate Derivatives , or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, educationGood verbal, written, presentation and interpersonal communication skillsHands-on experience in programming in, e.g., Python/Java or C++Knowledge or experience in derivatives Quant models for, e.g., interest rate derivatives or FX derivatives or XVAAbility to learn quickly and work collaboratively within a team in a dynamic and fast-paced environment with multiple responsibilities but still following strict deadlinesGood writing skills for technical/mathematical documents, e.g., LaTeX and other word processing programsCandidates are expected to demonstrate proficiency in AI tools and other emerging technologies to drive innovation and efficiencyBring thought leadership and execution through collaboration and innovationBe proactive and conduct various initiatives by operating at an executive lev

Posting End Date: 

15 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.