Develop, implement, and document quantitative pricing and risk models for interest-rate products. Collaborate with Trading, Risk, Technology, and Model Risk to deliver analytics, perform advanced statistical analysis, compute risk sensitivities and capital forecasts, support front-office desks, and ensure model governance and production-ready code.
About this role:
Wells Fargo is seeking a Senior Quantitative Analytics Specialist.
We are seeking a highly skilled Quantitative (Rates) to support the development, implementation, and enhancement of quantitative models used across Interest Rate products. The role involves close collaboration with Trading, Risk Management, Technology, and Model Risk teams to deliver analytical solutions, pricing models, risk methodologies, and quantitative tools that support the Rates business
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
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
Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
Desired Qualifications:
4+ years of experience in quantitative modeling within Fixed Income or Rates products.
Strong understanding of:
Interest Rate Derivatives
Yield Curve Construction
Stochastic Calculus
Fixed Income Analytics
Risk Sensitivities (DV01, Vega, Convexity, etc.)
Strong programming skills in Python, C++, Java, or similar languages.
Experience with numerical methods, Monte Carlo simulations, and optimization techniques.
Knowledge of model development lifecycle and model governance practices.
Excellent analytical, problem-solving, and communication skills.
Experience supporting Front Office Rates Trading desks.
Familiarity with Libor transition and SOFR/RFR-based products.
Knowledge of Quantitative Libraries and Analytics Platforms.
Exposure to cloud technologies and high-performance computing environments.
Professional certifications such as FRM, CQF, or CFA are a plus.
Enterprise scale risk platforms with complex data environments, distributed processing, DAG architecture
Work in an agile development environment
Ability to navigate large, complex codebase and come up with working code
Capital markets knowledge in Rates & FX, ideally credit, including cash and derivatives securities
Ability to work with leading JavaScript frameworks/lib like React/Angular will be given preference
Ideally should have sound knowledge of Linux
Complete deliverables for strategic Vasara project
Participate in complex software design, development and testing activities
Proactively engage with other members of the Quant and Tech teams to address issues and blockers
Use quantitative and technological techniques to solve complex business problems
Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
Effectively communicate with and build consensus with all project stakeholders including US teams
Posting End Date:
12 Sep 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.
Applicants with Disabilities
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .
Drug and Alcohol Policy
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy 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.
Wells Fargo is seeking a Senior Quantitative Analytics Specialist.
We are seeking a highly skilled Quantitative (Rates) to support the development, implementation, and enhancement of quantitative models used across Interest Rate products. The role involves close collaboration with Trading, Risk Management, Technology, and Model Risk teams to deliver analytical solutions, pricing models, risk methodologies, and quantitative tools that support the Rates business
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
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
Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
Desired Qualifications:
4+ years of experience in quantitative modeling within Fixed Income or Rates products.
Strong understanding of:
Interest Rate Derivatives
Yield Curve Construction
Stochastic Calculus
Fixed Income Analytics
Risk Sensitivities (DV01, Vega, Convexity, etc.)
Strong programming skills in Python, C++, Java, or similar languages.
Experience with numerical methods, Monte Carlo simulations, and optimization techniques.
Knowledge of model development lifecycle and model governance practices.
Excellent analytical, problem-solving, and communication skills.
Experience supporting Front Office Rates Trading desks.
Familiarity with Libor transition and SOFR/RFR-based products.
Knowledge of Quantitative Libraries and Analytics Platforms.
Exposure to cloud technologies and high-performance computing environments.
Professional certifications such as FRM, CQF, or CFA are a plus.
Enterprise scale risk platforms with complex data environments, distributed processing, DAG architecture
Work in an agile development environment
Ability to navigate large, complex codebase and come up with working code
Capital markets knowledge in Rates & FX, ideally credit, including cash and derivatives securities
Ability to work with leading JavaScript frameworks/lib like React/Angular will be given preference
Ideally should have sound knowledge of Linux
Complete deliverables for strategic Vasara project
Participate in complex software design, development and testing activities
Proactively engage with other members of the Quant and Tech teams to address issues and blockers
Use quantitative and technological techniques to solve complex business problems
Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
Effectively communicate with and build consensus with all project stakeholders including US teams
Posting End Date:
12 Sep 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.
Applicants with Disabilities
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .
Drug and Alcohol Policy
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy 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.
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