# Securities Quantitative Analytics Associate (Req #001903) [Wells Fargo](https://www.jorb.ai/firms/wells-fargo.md) · New York · United States · [Hedge Fund & Quant](https://www.jorb.ai/jobs/hedge-fund-quant.md) Wells Fargo is hiring a Securities Quantitative Analytics Associate (Req #001903) in New York. Posted 2026-09-17; applications close 2026-11-16. **Apply**: https://wd1.myworkdaysite.com/recruiting/wf/WellsFargoJobs/job/NEW-YORK-NY/Securities-Quantitative-Analytics-Associate--Req--001903-_R-576273-1 Posted 2d ago. ## Role details ## Securities Quantitative Analytics Associate Wells Fargo Bank N.A. is seeking a Securities Quantitative Analytics Associate in New York, NY. We aim to satisfy our customers’ financial needs and help them succeed by placing our customers at the center of everything we do. Join us in building a better Wells Fargo. _Note: Telecommuting is permitted up to 2 days per week; the position requires presence at the listed work address. Travel required: None._ ## Job Role and Responsibilities Develop, implement, and maintain quantitative models and analytical frameworks to support valuation, risk measurement, and capital calculations for derivatives portfolios, including Valuation Adjustments (XVA) and counterparty credit risk. Perform quantitative analysis of financial instruments by applying mathematical, statistical, and financial theory to assess pricing, sensitivities, and risk exposures under various market conditions. Design and enhance analytical methodologies used in stress testing, scenario analysis, and regulatory capital exercises by incorporating market data, model assumptions, and portfolio characteristics. Collaborate with trading, risk management, and technology teams to translate business requirements into quantitative solutions and ensure consistent model implementation in production systems. Conduct peer reviews and model impact assessments by evaluating quantitative changes, documenting rationale, and supporting internal governance and control processes. Maintain comprehensive model and process documentation to support transparency, auditability, and regulatory review, ensuring alignment with internal model risk management standards. ## Required Qualifications PhD in Physics, Statistics, Mathematics, Operations Research, or a related quantitative field plus 1 year of experience in the offered job or a related quantitative analytics role. ## Specific Skills Required - Strong foundation in quantitative finance, statistics, probability theory, and linear algebra, with demonstrated application to securities pricing, risk modeling, and portfolio analytics. - Extensive hands-on programming experience in C++ and Python for developing performance-sensitive quantitative models. - In-depth knowledge of financial markets and instruments, including equities, fixed income securities, derivatives (options, futures, swaps), and structured products. - Demonstrated experience in quantitative modeling for financial markets, including the development, implementation, and validation of pricing models (e.g., Black-Scholes, binomial tree methods, Monte Carlo simulation) and risk measurement frameworks. - Experience applying time series analysis, regression techniques, and statistical inference to complex market data. - Proficiency in SQL and relational database systems for extracting, manipulating, and analyzing large-scale financial datasets. - Ability to translate quantitative analyses into clear, actionable insights for trading, risk management, and senior stakeholders. - Familiarity with version control systems (e.g., Git) and collaborative software development practices in a quantitative research environment. ## Compensation and Benefits **Salary Range:** $143,000 - $224,000 The reflected range is for the base pay. Actual pay may vary based on demonstrated prior performance, skills, experience, or work location. Employees may also be eligible for incentive opportunities. ### Benefits Wells Fargo provides eligible employees with a comprehensive set of benefits. For a detailed overview, please visit Benefits - Wells Fargo Jobs. - Health benefits - 401(k) Plan - Paid time off - Disability benefits - Life insurance, critical illness insurance, and accident insurance - Parental leave - Critical caregiving leave - Discounts and savings - Commuter benefits - Tuition reimbursement - Scholarships for dependent children - Adoption reimbursement **Posting End Date:** October 1, 2026 ## Equal Opportunity and Policy Statements 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. Employees are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), adhering to Wells Fargo policies and procedures, and making sound risk decisions. ### Applicants with Disabilities To request a medical accommodation during the application or interview process, please 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 - Third-Party recordings are prohibited unless authorized by Wells Fargo. - Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process. ## Applying to this role This Securities Quantitative Analytics Associate (Req #001903) role at Wells Fargo runs through the firm's own careers portal and expects a CV and cover letter written specifically for the posting, not a portable submission carried across firms. Jorb AI's application agent tailors a CV and cover letter from your background to this posting and tracks the role alongside the rest of your applications. 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