Quantitative Analytics Specialist (001913)

At Wells Fargo, we want to satisfy our customers' financial needs and help them succeed financially. We're looking for talented people who will put our customers at the center of everything we do.
Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you.
Corporate Risk helps all Wells Fargo businesses identify and manage risk. The team focuses on several key risk types, including conduct, credit, financial crimes, information security, interest rate, liquidity, market, model, operational, regulatory compliance, reputation, strategic, and technology risk.
The group provides leadership, enhances communications, assists with problem identification and solutions, and shares best practices. In addition, the group provides an enterprise-wide view of risk, assists management and our Board of Directors in identifying and monitoring risks that may affect multiple lines of business, and takes appropriate action when business activities exceed the risk tolerance of the company.
Wells Fargo Bank N.A. seeks a Quantitative Analytics Specialist in Charlotte, NC.
Job Role and Responsibility:
Develop, implement, and calibrate various analytical models. Perform highly complex activities related to financial products, business analysis and modeling. Perform basic statistical and mathematical models using Python. Perform analytical support and provide insights regarding a wide array of business initiatives. Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management. Collaborate and consult with peers, colleagues, managers, and regulators to resolve issues and achieve goals. Telecommuting is permitted up to 2 days a week. Position must appear in person to the location listed as the work address.
Travel required: 0%
Required Qualifications:
Degree required: PhD degree in Statistics, Mathematics, Physics, Computer Science, or related quantitative field.
Amount and type of experience required: One (1) year of experience in the job offered or in a related position involving quantitative analytics experience. Experience can be gained concurrently with graduate level education.
Specific skills required:
Skills can be gained through education or coursework.
• Experience with financial asset pricing and value-at-risk (VaR) modeling;
• Experience with mathematical methods for finance, PDE, and binomial trees;
• Experience with programming languages used for statistical analysis and data programming including SAS, R, C++, Python, SQL;
• Experience with predictive modeling using statistical and machine learning techniques;
• Experience with Stochastic Modeling, Optimization, Simulation, Computational Statistics, and Machine Learning;
• Experience performing statistical model development and validation;
• Experience documenting and presenting detailed model development and validation outcomes and results; and
• Experience utilizing best modeling practices and methodologies in the areas of data processing, sampling, model design/specification, model performance assessment, and evaluation testing.
Posting End Date:
26 Jun 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.
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To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .
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