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.
Reference Number
R-512215
