About this role:
Wells Fargo is seeking a Lead Investment Portfolio (IP) Analyst to join the Quantitative Resources team within Portfolio Strategy and Analytics (PSA). IP manages the company’s Available-For-Sale and Held-To-Maturity securities and loans positions and associated analytics, equity buyback and liquidation functions, the Mortgage Model Development Center, hedging of the mortgage servicing rights asset and balance sheet, the Corporate Economics Group, the Bank Owned Life Insurance, Reinsurance and Risk & Insurance Management businesses, and supports enterprise balance sheet and interest rate risk management in partnership with Treasury.
PSA develops and manages IP’s foundational/core portfolio analytics, methodology and frameworks, while continuing to meet both our regulatory and internal governance reporting deliverables. PSA’s Quantitative Resources team helps lead quantitative technology implementation, and oversees model ownership and development, analytical design, and prepayment analytics.
In this role, you will:
Lead the design, development and ongoing enhancements of PSA owned models to meet evolving business needs and new initiatives.
Partner with the Company’s model development centers, including the Mortgage Model Development Center, to develop and enhance quantitative models.
Support model lifecycle activities including developmental and implementation testing, documentation, validation, model risk finding resolution, performance monitoring, and change management.
Collaborate with IP colleagues and business partners to develop new initiatives, ranging from new hedge programs to portfolio construction and optimization frameworks.
Develop prototypes for new analytics and methodologies, from simple desk analytics to machine learning and AI use cases.
Partner with IP product and technology teams to develop and improve the technology infrastructure used to manage the portfolio.
Contribute to process improvement efforts including workflow and control automation.
Required Qualifications:
5+ years of Investment Portfolio Management, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Master's degree or higher in mathematics, quantitative finance, or related discipline
Desired Qualifications:
Model development and/or validation experience
Capital markets experience
Experience analyzing mortgage-backed securities including valuation and prepayment modeling
Proficiency in Python or other programming languages.
Experience with PolyPaths, Calypso, Intex, Bloomberg or other fixed income analytics software
Working knowledge of banking industry accounting, regulatory, capital, liquidity and interest rate risk management requirements for a large portfolio of AFS and HTM investments
Virtual leadership experience with ability to effectively drive results, provide feedback/direction, and manage and build relationships with leaders and team members in a geographically dispersed team environment
Ability to interact with integrity and a high level of professionalism with all levels of team members and management
Excellent verbal, written, and interpersonal communication skills
Job Expectations:
This position offers a hybrid work schedule requiring onsite presence at our uptown Charlotte, NC location
This position is not eligible for Visa sponsorship
Posting End Date:
1 May 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.