I’m a Lead Quantitative Analytics Specialist, VP at Wells Fargo in Charlotte. My work connects market risk, computational modeling, and the tools people use to make decisions.
Work at Wells Fargo
Wells Fargo · Charlotte, NC · July 2022 – Present
Market risk across equity and interest rates, FRTB and SIMM risk treatment and aggregation, and analytical software for trading and risk teams.
Market Risk Group
Risk Quantitative Analyst – Equity Market Risk Analytics
Risk analytics frameworksPython infrastructure, regulatory modules, and interactive tools.
- 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 risk & researchPortfolio analysis, scenario forecasting, and cross-functional delivery.
- 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
Automation & model monitoringAutomated workflows, model validation, and senior-management reporting.
- 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 & pricingC++ pricing for the intrinsic value of natural gas storage contracts.
- 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
Tools, skills & applications
The tools are only half the story. Here’s where I put them to work.
I have developed expertise across multiple programming languages and technologies through both academic research and industry applications:
Build the models
Python · C++ · SQL · Fortran · JavaScript
Risk analytics & derivatives pricing
Example & experience
Core Development & Architecture · 5+ years
Architected comprehensive Python market risk analytical package, reducing analysis turnaround from weeks to days. Led development of C++ pricing models for Natural Gas storage contracts.
Programming Languages8 languages
Development Languages
Utility & Scripting
Understand the data
Pandas · NumPy · Prophet · scikit-learn · LightGBM · PyTorch
Portfolio analysis & forecasting
Example & experience
Data Science & Machine Learning · 4+ years
Conducted time-series analysis on VaR model P&L data for forecasting and scenario analysis. Led cross-functional teams processing multi-year historical portfolio data.
ML/Data Science12+ frameworks
Core Libraries
Specialized Tools
Applications
Make it usable
Dash · Plotly · Matplotlib · Seaborn · HTML/CSS
Interactive analysis for trading & risk
Example & experience
Visualization & User Interfaces · 3+ years
Pioneered interactive dashboard project using Dash and Bootstrap, democratizing access to complex analytical models for non-technical stakeholders across trading and risk teams.
Visualization & Interface7 tools
Interactive Dashboards
Analysis & Research
UI Development
Measure the risk
FRTB SA · ISDA SIMM · VaR Modeling · Derivatives Pricing · PnL Analysis
Regulatory risk treatment & aggregation
Example & experience
Financial Risk & Regulatory Technology · 2+ years
Designed and developed major market risk modules serving trading, risk, and capital teams. Automated multi-day KPI monitoring workflows for BAU and regulatory models.
Financial Technology8 specializations
Risk Analytics
Derivatives & Pricing
Data Processing
Ship & maintain
Linux · Git · Bash/Zsh · Emacs · LaTeX · Docker
Reliable delivery & reproducible workflows
Example & experience
Development & Infrastructure Tools · 6+ years
Extensive experience with production deployment, code reviews, and training sessions for quantitative analysts and external stakeholders.
Supporting Tools12+ tools
Development Environment
Business Tools
Infrastructure
Bring people together
Team Leadership · Process Automation · Executive Communication · Knowledge Transfer
Team delivery & knowledge sharing
Example & experience
Leadership & Process Management · 3+ years
Led teams of 5+ analysts and consultants on Equity Risk PnL projects. Present quarterly analytics to senior management and deliver cross-business line support.
Specialized Skills6 competencies
Leadership & Management
Process & Communication
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
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.