2027 Quantitative Analytics Program Capital Markets (Masters) – Early Careers

Wells Fargo & Company • Charlotte, NC

1d • Onsite

About The Position

Wells Fargo is seeking talent to join the 2027 Quantitative Analytics Program Capital Markets (Masters). This 12-month development program combines hands-on project experience, mentorship, technical training, and exposure to senior leaders. Through two six-month rotations, you'll work alongside experienced quantitative professionals, helping develop and evaluate innovative solutions that support business strategy, risk management, and customer experience across Wells Fargo. You'll be expected to bring fresh perspectives, explore innovative approaches, and contribute to solutions that support Wells Fargo's strategic priorities. Along the way, you'll develop not only your technical capabilities but also the business acumen and leadership skills needed to succeed in a highly collaborative environment. Upon completion of the program, you'll transition into one of the quant teams aligned with your skills, interests, program experience, and business needs.

Requirements

• 6+ months of work experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Work experience, or equivalent demonstrated through one or a combination of the following: work experience, training, education (for Europe, Middle East & Africa only)
• Masters degree with an expected graduation date in December 2026-June 2027 with emphasis in Mathematics, Physics, Engineering, Statistics or related quantitative field.
• Excellent programming skills and use of statistical software packages such as Python, C++, SQL, and Java.
• Experience and demonstrated knowledge in mathematical and numerical methods including Monte Carlo methods, differential equations, linear algebra, applied probability, and statistics
• Strong quantitative and analytical skills, with the ability to apply data analysis, modeling, visualization, statistics, research, and generative AI to generate insights, adapt quickly, and support innovative solutions.
• Ability to execute with urgency, apply data and software engineering skills to design, develop, and deliver scalable solutions, and drive operational excellence with strong data management and an enterprise mindset.
• Strong communication skills, with the ability to foster an inclusive environment and actively seek, apply, and respond to feedback in collaborative analytical settings.
• Strong business acumen and understanding of capital markets, with a commitment to providing excellent service and supporting data-informed business outcomes.
• Ability to act with integrity, support risk assessments, and apply risk controls to help manage risk in a disciplined, data-driven environment.
• 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.
• Wells Fargo only considers candidates who are presently authorized to work for any employer in the United States and who do not require work visa sponsorship from Wells Fargo now or in the future in order to retain their authorization to work in the United States.

Responsibilities

• Developing pricing and risk 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
• Applying statistical and quantitative techniques to validate model design, calibration, and implementation.

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level