2026 Intern Conversion - 2027 Quantitative Analytics Program Capital Markets (PhD) – Early Careers

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 need. 

What You’ll Be Doing: 

• You could work on high-impact projects like:  

• 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, implementation. 

Desired Qualifications: 

• Successful completion of 2026 Quantitative Analytics Internship Program 

•Currently pursuing a PhD degree with an expected graduation date in December 2026-June 2027 OR graduated from a PhD program after May 2024 and are currently completing a postdoc with emphasis in Mathematics, Physics, Engineering, Statistics or related quantitative field.     

• Excellent programing 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. 
 

Join us at Wells Fargo and become a part of a dynamic team that is shaping the future of the financial industry. Apply now and embark on a journey towards personal and professional growth in quantitative analytics.  #earlycareers