2027 Quantitative Analytics Summer Internship Capital Markets (Masters) - Early Careers

Wells Fargo is seeking talent for the 2027 Quantitative Analytics Summer Internship Program in Capital Markets, designed for Masters candidates. This 10-week program offers hands-on experience applying advanced analytics, AI, and machine learning to complex business challenges at a leading financial institution.

About the role

As a summer intern, you’ll work alongside experienced quantitative professionals to develop and evaluate innovative solutions supporting business strategy, risk management, and customer experience. The program combines project work, mentorship, technical training, and exposure to senior leaders, with high-performing interns considered for full-time roles after graduation.

Responsibilities

• Develop pricing models used by Wells Fargo trading desks
• Enhance production models to mitigate performance deterioration
• Build simulation models to forecast losses for trading portfolios
• Create benchmark models to assess limitations of production models
• Analyze and report metrics for ongoing model performance assessment
• Apply statistical and quantitative techniques to validate model design, calibration, and implementation

Program Experience

• Spend your first week at an offsite Induction Week
• Structured onboarding and professional development opportunities
• Speaker series with Wells Fargo senior leaders
• Networking with peers and quantitative professionals
• On-the-job experience contributing to strategic business goals

Program dates: June – August 2027
Duration: 10 weeks
Location: Charlotte, NC

Requirements

• 6+ months of work experience, or equivalent demonstrated through work, training, military experience, or education
• Currently pursuing a Masters degree in Mathematics, Physics, Engineering, Statistics, or a related quantitative field, with an expected graduation date after December 2027

Skills

• Excellent programming skills in Python, C++, SQL, or Java for data and statistical analysis
• Knowledge of 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, and generative AI to drive insights and solutions
• Ability to execute with urgency, design scalable solutions, and maintain strong data management practices
• Strong communication skills and ability to foster an inclusive, collaborative environment
• Business acumen in capital markets and commitment to data-informed outcomes
• Integrity and ability to support risk assessments and apply risk controls

Wells Fargo only considers candidates who are presently authorized to work for any employer in the United States without requiring work visa sponsorship now or in the future.