Senior Python Lead Securities Quantitative Analytics Specialist

Wells Fargo Bank•Charlotte, NC

5d•$215,000 - $355,000•Onsite

About The Position

About this role: Wells Fargo is seeking a Senior Lead Python Securities Quantitative Analytics Specialist (Executive Director) to join the Mortgage Modeling Development Center within the Investment Portfolio. The Senior Lead Securities Quant will be responsible for developing asset liability management models for the Investment Portfolio, with a focus on Juniper Vasara ALM development. Vasara is the next generation risk platform for the bank. It is an ambitious, green field initiative to tackle the bank's risk computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such as FRTB and CCAR. Essential duties and responsibilities include: Develop and enhance quantitative models to measure key ALM metrics—including Net Interest Income (NII), interest rate risk, liquidity risk, and related enterprise risk indicators. Perform forecasting and margin analysis, generating insights on net interest margin (NIM) dynamics across scenarios, portfolios, and economic environments. Integrate pricing and risk analytics by collaborating closely with partner quant teams to ensure ALM models incorporate consistent assumptions, methodologies, and valuation frameworks. Implement production‑ready models within an industrial‑strength analytics library, ensuring robustness, scalability, and adherence to development and governance standards. Partner effectively with business stakeholders, quantitative teams, technology groups, and project managers to ensure successful deployment and ongoing support of ALM models in production environments. Continuously assess and improve model development processes, identifying opportunities for efficiency, transparency, and methodological enhancements. In this role you will: Serve as an expert advisor to senior leadership to develop or influence objectives, plans, specifications, resources, and long-term goals for highly complex business and technical needs across the Investment Portfolio Lead the strategy, implementation, and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide Deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others Use quantitative and technological techniques to solve complex business problems Work constructively in collaboration with business, model development, model validation, and information technology

Requirements

7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
3+ years of Python 3 experience

Nice To Haves

A master's degree or PhD in a quantitative discipline
3+ years of hands-on coding experience, Python 3 is most relevant
3+ years of product and market experience in various asset classes: rates, foreign exchange, credit, and mortgages, and structured products
3+ years of quantitative analytics development and support experience in a buy-side or sell-side institution or a quant solution vendor
Expert working knowledge in ALM framework and concepts
Experience using ALM systems (QRM, Polypaths, etc)
Experience with numerical and scientific computing libraries such as NumPy, pandas, SciPy, and PyTorch or TensorFlow
Excellent analytical, interpersonal, oral and written communication skills with a strong attention to detail across multiple audiences (Technology, Quants, Senior Management)
Ability to work through business challenges consistently, effectively, with a sense of urgency through collaboration, transparency, and leading to results
Experience in or passionate about Machine Learning and Agentic AI

Responsibilities

Develop and enhance quantitative models to measure key ALM metrics—including Net Interest Income (NII), interest rate risk, liquidity risk, and related enterprise risk indicators.
Perform forecasting and margin analysis, generating insights on net interest margin (NIM) dynamics across scenarios, portfolios, and economic environments.
Integrate pricing and risk analytics by collaborating closely with partner quant teams to ensure ALM models incorporate consistent assumptions, methodologies, and valuation frameworks.
Implement production‑ready models within an industrial‑strength analytics library, ensuring robustness, scalability, and adherence to development and governance standards.
Partner effectively with business stakeholders, quantitative teams, technology groups, and project managers to ensure successful deployment and ongoing support of ALM models in production environments.
Continuously assess and improve model development processes, identifying opportunities for efficiency, transparency, and methodological enhancements.
Serve as an expert advisor to senior leadership to develop or influence objectives, plans, specifications, resources, and long-term goals for highly complex business and technical needs across the Investment Portfolio
Lead the strategy, implementation, and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide
Deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others
Use quantitative and technological techniques to solve complex business problems
Work constructively in collaboration with business, model development, model validation, and information technology