Lead Quantitative Analytics Specialist

About this role :

Wells Fargo is seeking a Lead Quantitative Analytics Specialist.

The Market Risk Analytics team (RA) within the Market and Counterparty Risk Analytics (MCRA) is responsible for design and specification of market risk and capital models, such as General and Stressed VaR, Specific Risk and Incremental Risk Charge as well as supporting trading desk risk management, stress test system and scenario design and implementation. RA models are mainly used for trading desk risk oversight and regulatory capital reporting, and cover seven broad product categories : interest rates, structured credit products, credit, equities, foreign exchange, CVA and commodities. RA works collaboratively with Front Office model developers, market risk oversight officers, model validators and market risk technology to develop, implement, review, test and monitor these models in the whole model development and usage cycle.

In this role, you will :

Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory

Qualify monitor markets and forecast credit and operational risks

Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives

Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis

Review and assess models inclusive of technical, audit, and market perspectives

Identify structure and scope of review

Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models

Collaborate and consult with regulators and auditors

Present results of analysis and strategies

Required Qualifications :

5+ 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 :

• 5+ 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 field such as mathematics, statistics, engineering, physics, economics, or computer science
• Ph.D. in mathematics, statistics, engineering, physics, accounting, finance, economics, computer science or similar quantitative disciplines
• 5+ years of experience in capital market modeling especially in Credit / Rates / FX area

Posting End Date : 9 Nov 2025

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 .

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our 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.

Skills Required

Statistical Theory, , Market Risk Oversight, Technical Audit, Capital Market Modeling