CAPITAL MARKETS TRACK - WHERE MATH MEETS MARKET IMPACT

Step into the world of Capital Markets, where mathematical modeling powers the pricing, hedging, and risk management of complex financial instruments. At Wells Fargo, our trading portfolios span every major asset class-credit, commodities, equities, FX, rates, mortgages, and asset-backed finance-offering you a front-row seat to the action. As part of this track, you could be placed in one of several high-impact groups, including CIB Traded Products Model Development Center,Market & Counterparty Risk Management Model Development Center,Mortgage Model Development Center or Model Risk Management -each offering a unique opportunity to shape the future of financial modeling and risk strategy.

APPLICANTS WITH DISABILITIES

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .

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

Required Qualifications:

• 2+ 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 statistics, mathematics, physics, engineering, computer science, economics, or quantitative disciplin

Required Qualifications for Europe, Middle East & Africa only:

• Experience in Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Master’s degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or quantitative disciplin

Desired Qualifications:

• PhD degree with an expected graduation date in December 2025-June 2026 OR graduated from a PhD program after May 2023 and is currently completing a postdoc with emphasis in Mathematics, Physics, Engineering, Statistics or related quantitative field.
• Excellent programing skills and use of statistical software packages such as Python, C++, SAS, SQL and Java.
• Ability to communicate concepts and ideas, both verbally and written, and explain technical material to a non-technical audience.
• Experience and demonstrated knowledge in mathematical and numerical methods including Monte Carlo methods, differential equations, linear algebra, applied probability, and statistic

ABOUT THIS ROLE:

Elevate your future career potential to new heights in the Wells Fargo’s Quantitative Analytics Program! We are looking for talented individuals who are ready to dive into the fascinating world of quantitative analytics. This cutting-edge program offers a unique blend of technical skills, business acumen, and professional growth opportunities that will not only prepare you for a successful career at Wells Fargo but also equip you with the skills needed to thrive in the competitive financial industry.
The Quantitative Analytics Program provides you with an introduction to Wells Fargo and an opportunity to gain comprehensive professional industry experience. You will learn how to develop, implement, calibrate, or validate quantitative models for use across Wells Fargo lines of businesses, operations or products. Utilizing a combination of mentoring, classroom training, and project work, we provide an exciting and diverse environment where you will have the ability to tackle interesting and challenging real world problems. You will influence risk management strategies, interact with senior leaders, and participate in team building activities. Upon completion of the 24-month program which includes two 6-month rotations, you will join a team within your program track.

WHAT YOU’LL BE DOING:

You could work on high-impact projects like:

• Developing pricing models that are used by various Wells Fargo trading desks
• Enhancing production models to mitigate any deterioration in model performance
• Developing simulation models to forecast losses for trading portfolios
• Developing benchmark models to assess potential limitations of production models
• Providing analysis and reporting of metrics utilized to assess ongoing model performance

Required Qualifications:

• 2+ 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 statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline

Required Qualifications for Europe, Middle East & Africa only:

• Experience in Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Master’s degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline

Desired Qualifications:

• PhD degree with an expected graduation date in December 2025-June 2026 OR graduated from a PhD program after May 2023 and is currently completing a postdoc with emphasis in Mathematics, Physics, Engineering, Statistics or related quantitative field.
• Excellent programing skills and use of statistical software packages such as Python, C++, SAS, SQL and Java.
• Ability to communicate concepts and ideas, both verbally and written, and explain technical material to a non-technical audience.
• Experience and demonstrated knowledge in mathematical and numerical methods including Monte Carlo methods, differential equations, linear algebra, applied probability, and statistics

Join us at Wells Fargo and become a part of a dynamic team that is shaping the future of the financial industry. Apply now and embark on a journey towards personal and professional growth in quantitative analytics. #earlycareersPosting End Date:
30 Oct 2025