Quantitative Analytics Manager

About the Role
Wells Fargo is seeking a highly skilled and experienced manager to join its dynamic Model Risk Management team. This role plays a crucial part in shaping the bank's risk management strategies by overseeing model risk to ensure models are robust, compliant, and effective at supporting business decisions across Treasury functions, including uses related to liquidity risk, interest rate risk, funds transfer pricing, and capital planning. The manager serves as an internal authority on model governance and validation, interacting regularly with senior leadership. This position offers significant opportunities for personal and professional growth through exposure to complex financial models and high-level decision making.
In this role, you will:

• Manage a team responsible for the creation and implementation of low to moderate complex financial areas
• Mitigate operational risk and compute capital requirements
• Determine scope and prioritization of work in consultation with experienced management
• Participate in the development of strategy, policies, procedures, and organizational controls with model users, developers, validators, and technology
• Make decisions and resolve issues regarding operational risks and enable decision making in business, product, marketing, or other functional areas
• Manage a team comprised of quantitative analysts and credit risk analysts
• Interact with internal and external audit or regulators
• Manage allocation of people and financial resources for Quantitative Analytics
• Mentor and guide talent development of direct reports and assist in hiring talent

Required Qualifications:

• 4+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 2+ years of leadership experience
• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, or computer science

Desired Qualifications:

• Model Risk Oversight:
  Manage the identification, assessment, and management of model risk end-to-end through the model risk lifecycle, including model classification, risk ranking, validation, performance monitoring, and retirement, in alignment with the firm's Model Risk Management Policy and Procedures.
• Independent Model Challenge:
  Coordinate and conduct comprehensive model validations for Treasury-related models, ensuring accuracy, completeness, and sound methodology. Provide rigorous challenge and independent review of model assumptions, inputs, outputs, and limitations. Evaluate model level controls for adequacy and effectiveness.
• Stakeholder Engagement:
  As a key point of contact for your assigned model portfolio, collaborate with Treasury, Risk, Finance, and Technology teams to facilitate communication on model risk matters to ensure transparency and alignment on model risk issues. Present findings and recommendations to business and second line leaders.
• Governance & Compliance:
  Maintain adherence to Wells Fargo's model risk management policies and procedures as well as regulatory guidance (SR 11-7, OCC 2011-12, and others). Support the implementation and enhancement of model governance frameworks, standards, and controls.
• Thought Leadership:
  Drive continuous improvement in model risk management practices, processes, and analytical capabilities. Identify emerging risks, evolving regulatory expectations, and advancements in modeling techniques. Contribute to the evolution of model risk practices by participating in working groups and fostering ongoing learning and innovation within the team.
• Project Management:
  Drive complex projects from inception through completion, balancing competing priorities and managing resources efficiently to deliver projects on time and within scope.
• 4+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, education
• 3+ years of management or leadership experience
• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Job Expectations:

• 4+ years of experience in model development, validation, or risk management within financial services.
• 4+ years of management experience
• Deep understanding of quantitative modeling techniques and regulatory frameworks (e.g., SR 11-7, OCC 2011-12), and banking industry standards.
• Strong hands-on experience with large bank Treasury functions, processes and models, including liquidity, interest rate risk, capital planning, and funds transfer pricing functions.
• Proficiency in quantitative modeling tools and languages (e.g., SAS, Python, R, MATLAB, SQL).
• Knowledge of current trends in machine learning, artificial intelligence, and advanced analytics in financial institutions.
• Exceptional written and verbal communication abilities, with experience presenting technical topics to non-technical audiences and senior executives.
• Outstanding analytical, critical thinking, and problem-solving skills.
• Demonstrated ability to manage complex projects and deliver results under tight timelines.
• Proven leadership abilities, including mentoring team members, influencing stakeholders, and driving organizational change.
• Experience with auditors or regulators.

Team Structure & Collaboration
This position will manage a team of model risk professionals and work closely with other quantitative analytics managers who oversee model risk across Treasury and Business Planning functions. You may also collaborate with model risk officers across other model types (e.g., Market Risk, Credit Risk, AI/ML, NLP) on a variety of model risk management projects and initiatives.
Posting End Date:
15 Mar 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.
Applicants with Disabilities
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .
Drug and Alcohol Policy
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.
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.