Quantitative Analytics Specialist

About this role: Wells Fargo is seeking a Quantitative Analytics Specialist. In this role, you will: Conduct model monitoring and performance analysis, including tracking model stability, predictive power, portfolio performance, and emerging risks; investigate performance shifts and recommend remediation or model enhancements as needed. Analyse model monitoring results and portfolio trends to identify key risk drivers, validate model assumptions, and support governance, audit, and regulatory requirements. Perform highly complex activities related to financial products, business analysis and modeling Perform basic statistical and mathematical models using Python, R, SAS, C++ and SQL Perform analytical support and provide insights regarding a wide array of business initiatives Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management Collaborate and consult with peers, colleagues, managers, and regulators to resolve issues and achieve goals 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 Bachelor's degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline Experience in Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, education Desired Qualifications: 2+ years of experience in credit risk analytics with exposure to statistical and machine learning model development or Model Monitoring. Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Proficient in Python or R, SAS Proficient in Tableau, Power BI, or any of business intelligence tools Experience in producing high-quality technical documentation with tools such as Excel. Word, and PowerPoint Excellent verbal and communication skills Job Expectations: Strong Python programming skills with experience in complex data manipulation, analytics, and statistical model development. Demonstrated analytical ability to interpret data and model outputs, generate insights, and support effective credit risk management. Familiarity with U.S. credit bureau data and its application in credit risk modeling and decision-making. Strong problem-solving skills with the ability to connect complex concepts, identify key drivers, develop solutions, and communicate findings clearly. Understanding of credit risk model lifecycle activities, including model development, implementation, validation, monitoring, and governance. Experience with statistical modeling techniques and predictive analytics methodologies. Ability to manage multiple priorities and deliver high-quality work within challenging timelines. Strong written and verbal communication skills, including the ability to review and develop detailed model documentation, presentations, and reporting materials. Adaptability and the ability to thrive in a fast-paced, dynamic, and highly complex environment. Posting End Date:   27 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