About this role:

Wells Fargo is seeking a Quantitative Analytics Senior Manager.

Wells Fargo's Enterprise Model Risk Management (MRM) organization is seeking a Senior Manager to lead the Wells Fargo India and Philippines (WFIP) Derivative Pricing Model Risk Management Team within the Trading and Markets Model Risk Management Group.

The role leads a team of quantitative analysts responsible for the oversight of derivative pricing models used in trading and valuation across equities, rates, foreign exchange, credit, commodities, and structured products. Responsibilities span the model lifecycle, including model identification, risk assessment, validation, ongoing monitoring, overlay review, issue management, and governance.

The Manager will work closely with U.S.-based Model Risk managers, validators, model developers, model owners, quantitative research teams, traders, audit, and regulators. The role also includes building WFIP capabilities, managing global resources, and improving the efficiency and consistency of model risk management processes through automation and AI.

In this role, you will:

Manage and develop teams responsible for the creation, implementation of complex financial and statistical models
Analyze and manage risks to forecast losses or enable decision making for business, product, marketing, or other functional areas
Support financial products, portfolios, business process and risk management
Perform various compliance with corporate and regulatory reporting, involving finance and capitalization requirements
Determine scope and prioritization of work
Perform key input in the development of strategy, policies, procedures, and organizational controls
Manage one or more teams of highly skilled quantitative analysts or managers
Interface with internal and external audit or regulators
Manage allocation of people and financial resources for Quantitative Analytics
Develop and guide a culture of talent development to meet business objectives and strategy
Team Leadership and WFIP Development
- Manage, develop, and retain a team of quantitative analysts.
- Recruit, onboard, coach, and evaluate team members.
- Develop technical and leadership capabilities within the team.
- Support workforce planning, succession planning, and organizational growth.
- Establish effective collaboration between WFIP and U.S.-based teams.
Model Risk Management
Project and Resource Management
- Manage a portfolio of model risk management projects.
- Oversee resource allocation, project planning, prioritization, and delivery.
- Coordinate work across WFIP and U.S.-based teams.
- Monitor project execution, dependencies, and delivery timelines.
AI, Automation, and Standardization
- Implement Generative AI, automation, and analytics solutions to improve model risk management processes.
- Develop reusable validation tools, libraries, testing frameworks, and knowledge repositories.
- Standardize validation, monitoring, governance, documentation, and reporting practices.
Stakeholder and Regulatory Engagement
- Engage with model developers, model owners, traders, quantitative research teams, auditors, and regulators, and act as a primary point of contact for work executed by the team.
- Support regulatory examinations, internal audits, and issue remediation activities.
- Serve as a liaison between WFIP and U.S.-based stakeholders on delivery, governance, and resource matters.

Required Qualifications:

7+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
3+ years of management or leadership experience
Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Desired Qualifications:

Master's or PhD degree in Mathematics, Statistics, Financial Engineering, Physics, Computer Science, Engineering, Economics, or a related quantitative discipline.
Significant experiences in derivative products, their pricing model development or model validation, across one or multiple asset classes.
Experience managing quantitative teams and complex analytical projects.
Experience working within an onshore-offshore operating model, including resource management, stakeholder management, and cross-regional collaboration.
Strong Python programming skills and experience with quantitative software development practices.
Strong written and oral communication skills.

Posting End Date:

22 Aug 2026

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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