Professional Experience

I am a Quantitative Analytics Specialist at Wells Fargo with expertise in risk modeling, derivatives pricing, and financial analytics. My work focuses on developing sophisticated analytical solutions that bridge advanced computational methods with practical business applications.

Technology Stack & Business Applications

Current Role

Quantitative Analyst, Assistant Vice President

Wells Fargo, Charlotte, NC May 2022 to Present

Risk Quantitative Analyst - Equity Market Risk Analytics

Market Risk Group

Risk Analytics Framework Development

• Core Infrastructure: Architected and served as core developer for a comprehensive Python market risk analytical package, reducing analysis turnaround time from weeks to days
• Code Leadership: Led code reviews and training sessions for incoming quantitative analysts and external stakeholders
• Regulatory Compliance: Designed and developed major market risk modules for PnL & sensitivity analysis, FRTB SA, and ISDA SIMM frameworks, serving trading, risk, and capital teams
• User Interface Innovation: Initiated interactive dashboard project using Dash and Bootstrap, democratizing access to complex analytical models for non-technical stakeholders

Equity Products Risk Management & Research

• Team Leadership: Led cross-functional team of 5 (junior quants and external consultants) on Equity Risk PnL projects, processing portfolio-level data across multi-year historical periods
• Methodology Design: Designed end-to-end analytical processes with robust data validation, benchmarking, and impact assessment
• Predictive Analytics: Conducted time-series analysis on VaR model P&L data using Prophet for forecasting and hypothetical scenario analysis
• Production Implementation: Collaborated with IT partners for scalable production deployment

Process Automation & KPI Analytics

• Automation Leadership: Pioneered automation initiatives that transformed multi-day manual KPI monitoring processes into same-day automated workflows for BAU and ISDA SIMM models
• Executive Reporting: Present quarterly analytics to senior management and deliver analytical support across business lines
• Model Enhancement: Conduct ongoing risk model testing, validation, and enhancement in partnership with validation teams

Front-Office Quantitative Analyst - Commodities Group

Model Development & Pricing

• Derivatives Pricing: Developed in-house C++ pricing model for intrinsic value of Natural Gas storage contracts
• Documentation & Validation: Prepared comprehensive technical documentation, validation materials, and executive presentations

Technical Skills Deep Dive

I have developed expertise across multiple programming languages and technologies through both academic research and industry applications:

Professional Development

Industry Transition

Successfully transitioned from academic research to quantitative finance, leveraging transferable skills in:

• Complex problem solving and analytical thinking
• Advanced mathematical modeling and statistical analysis
• Programming and computational efficiency optimization
• Research methodology and data validation
• Cross-functional communication of technical concepts

Continuous Learning

• Financial Markets: Options pricing, risk management, regulatory frameworks
• Industry Tools: Bloomberg Terminal, Reuters, financial data APIs
• Professional Development: Ongoing training in financial technology and regulatory compliance

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This experience demonstrates the successful application of advanced computational and analytical skills to solve complex financial challenges, with a focus on developing practical solutions that drive business value.