Lead Securities Quantitative Specialist

About this role:
Wells Fargo is seeking a Lead Securities Quantitative Specialist
In this role, you will:

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• Develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
• Review and analyze complex multi-faceted, larger scale or longer-term business, operational, or technical challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
• 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
• Resolve issues and achieve goals
• Make decisions on complex and multi-faceted situations requiring understanding of Securities Quantitative Analytics, policies, procedures, and compliance requirements
• Influence and lead the broader work team to meet deliverables and drive new initiatives
• Lead projects, teams, or serve as a peer mentor
• Collaborate and consult with peers, colleagues, and mid-level to senior managers
• Play an integral role to the trading floor

Required Qualifications:

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Required Qualifications for Europe, Middle East & Africa only:

• Experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, education

Desired Qualifications:

• Master's degree or higher in economic sub-fields closely related to macroeconomic modeling and economic forecasting
• Extensive experience utilizing analytical methods for statistical analysis, modeling, and forecasting
• Proficiency with using Python and related software for model development
• Extensive experience in use of statistical software (i.e. EViews, R, Python, Stata etc.)
• Experience evaluating the strengths and weaknesses of statistical models, documenting those findings, and making modifications as may be appropriate
• Experience with research, evaluation, and interpretation of highly complex economic conditions, trends, and forecasts
• Experience with banking forecasting processes for CCAR/DFAST & CECL analysis
• Ability to prepare and present updates on model validation, economic trends, and model output to stakeholders
• Preferred Skills & Abilities
• Education and/or experience in quantitative disciplines such as economics, econometrics, statistics, or financial engineering
• Strong analytical and problem-solving skills with high attention to detail and data accuracy
• Familiarity with macroeconomic data, financial markets, and banking-related risk frameworks
• Ability to evaluate model performance and identify enhancements based on statistical rigor

Job Expectations:
Functional Responsibilities
Duties include, but are not limited to:

• Develop and implement econometric models in Python for macroeconomic forecasting
• Build time-series and statistical models (e.g., ARIMA, Vector Autoregression(VAR), regression, state-space models)
• Design and maintain data pipelines for large-scale macroeconomic datasets
• Generate alternative economic scenarios and analyze impact on credit risk, valuation, and funding
• Evaluate model performance and enhance models using statistical and machine learning techniques
• Collaborate with cross-functional stakeholders across Risk, Finance, and Model Governance
• Document models, methodologies, and assumptions for regulatory and internal review

Posting End Date:
11 Aug 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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Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.
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