Job Description

About this role:



Wells Fargo is seeking a Senior Quantitative Analytics Specialist to join our Data Strategy team. This role combines advanced quantitative modeling with technology-driven solutions to support valuation, risk management, and strategic analytics across markets.

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 Design, implement, and document complex quantitative models and data solutions. Apply advanced statistical and mathematical techniques to analyze markets, forecast losses, and compute capital requirements. Develop and enhance pricing and risk analytics libraries, integrating diverse data sources. Perform sensitivity analysis, Greeks computation, stress testing, and scenario analysis for portfolio risk and capital adequacy. Conduct root-cause analysis on data issues and drive remediation using Python and Java. Partner with technology teams to improve strategic valuation, risk, and market data platforms. Deliver high-quality software and documentation within an Agile SDLC environment. Collaborate with regulators, auditors, and technical stakeholders to ensure compliance and transparency.

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 a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Desired Qualifications:

Strong understanding of market risk metrics (VaR, Stress VaR, Expected Shortfall) and PnL methodologies (Full Reval vs Greek-Based). Proficiency in sensitivity analysis, Greeks computation, and PnL attribution. Hands-on experience with Python and Java. Ability to design and prototype automated solutions for data strategy and operational efficiency. Ability to interface with various businesses like credit derivatives and understand their data / modelling requirements. Experience with stress testing, scenario analysis, and capital adequacy frameworks. Strong analytical and problem-solving skills with attention to detail. Familiarity with Agile development practices and enterprise-scale software platforms. Excellent communication and collaboration skills across technical and business teams

Job Expectations:

Drive projects from inception to delivery using quantitative and technological techniques. Demonstrate coding experience and ability to work with large datasets. Ensure compliance with policies and regulatory requirements while meeting deliverables. Interest or experience in quantitative finance and risk analytics.

Posting End Date:

2 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.