The Corporate & Investment Bank (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. We focus on our clients' overall financial needs, with consideration and respect for their total relationship with Wells Fargo.
Markets provides solutions to clients with the means to manage their exposure through various derivatives, lending and cash products across Structured Products Group, Macro, Equities, Municipal Products Group, Credit Sales & Trading. Learn more about the career areas and lines of business at wellsfargojobs.com .
About this role:
Wells Fargo is seeking a Securities Quantitative Analytics Associate, an Assistant Vice President-level position, to join the Corporate & Investment Banking (CIB) Market and Counterparty Risk Model Development team. This position will be responsible for developing, implementing, testing and documenting market risk models, such as General and Stressed VaR (Value-at-Risk), Incremental Default Risk, Fundamental Review of the Trading book (FRTB). This role also supports trading desk risk management, stress testing and scenario design.
In this role, you will:
Participate in less complex initiatives and identify opportunity for process improvements within Securities Quantitative Analytics
Develop automated trading algorithms or create cutting-edge derivative pricing models and empirical models to provide insight into market behavior
Combine mathematical programming and market expertise to build and generate systematic strategies
Review and analyze basic business, operational, or technical assignments or challenges that require evaluation, and a selection of alternatives
Exercise independent judgment to guide medium risk deliverables
Use quantitative and technological techniques to solve complex business problems
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
Implement statistical and mathematical models using Python, Java and C++ Present recommendations for resolving more complex situations
Exercise independent judgment while developing expertise in the Securities Quantitative Analytics
Collaborate and consult with colleagues, internal partners, and stakeholders
Play an integral role to the trading floor
Required Qualifications:
2+ 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:
Master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics, or computer science
Strong hands-on programming skills in C++ and Python, and proficient in model implementation.
2+ years of experience in capital market modeling especially in value-at-risk (VaR) model and FRTB
Delivery focused with experience partnering with technology to deploy models in the system.
Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines.
Strong interest in financial markets and willingness to provide practical solutions for the business stakeholders.
Demonstrated experience in successfully collaborating with others in a change driven environment.
Job Expectations:
10% of travel
This position is subject to FINRA background screening requirements. Candidates must successfully complete and pass a background check prior to hire. In accordance with FINRA rules, individuals who are subject to statutory disqualification are not eligible to be associated with a FINRA-registered broker-dealer. Successful candidates must also meet and comply with ongoing regulatory obligations, which include periodic screening and mandatory reporting of 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 Tyron St. - Charlotte, North Carolina 28202
Posting End Date:
24 Mar 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 (https://www.wellsfargojobs.com/en/diversity/disability-inclusion/) .
Drug and Alcohol Policy
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy (https://www.wellsfargojobs.com/en/wells-fargo-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.
Req Number: R-527784
