In this role, you will:
- Serve as a strategic advisor to senior leadership, shaping objectives, plans, and long-term goals across SPG
- Lead the design and implementation of innovative, large-scale solutions to complex business and technical challenges
- Apply advanced quantitative and technological techniques to solve high-impact problems
- Develop cutting-edge tools to gain insights into market behavior
- Collaborate cross-functionally with business partners, model development, model validation, market risk, and IT teams
Required Qualifications:
- 5+ 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:
- A Master’s degree or PhD in a quantitative discipline
- Strong proficiency in Python, including libraries such asPandas, Polars, PyArrow, and experience withDuckDBor similar tools
- Deep experience with SQL and relational databases
- Experience supporting a Wall Street trading desk in a mortgage development environment
- Familiarity with reverse engineering collateralized mortgage obligations, or other structured products
- Familiarity with mortgage pricing models and Value at Risk (VaR) frameworks (lower emphasis)
- Understanding of profit and loss attribution systems (lower emphasis)
- Experience designing and building architectural frameworks used for testing and monitoring
- Experience using valuation/risk management systems (e.g., QRM, Bloomberg, Yield Book, PolyPaths)
- Experience developing robust data outlier surveillance and detection systems
- Excellent analytical, interpersonal, oral and written communication skills with a strong attention to detail across multiple audiences (Technology, Quants, Senior Management)
- Ability to work through business challenges consistently, effectively, with a sense of urgency through collaboration, transparency, and leading to results
- Self-motivated with a working knowledge of risk management fundamentals and policy creation
Job Expectations:
- This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to compliance with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report certain incidents.
- Specific compliance policies may apply regarding outside activities or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.
Posting Location:
- 550 S Tryon St. - Charlotte, North Carolina 28202
26 Aug 2025
Wells Fargo Recruitment and Hiring Requirements:
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.