Analytics Lead Jobs in New York
Analytics Lead jobs in New York are among the most active in the country, concentrated in financial services, media, healthcare, and technology across New York City, Buffalo, and Albany. Firms like JPMorgan Chase, NBCUniversal, and Pfizer have established analytics teams that hire at levels from associate analyst through senior lead. The most sought-after specialties are marketing analytics, product analytics, and risk and fraud analytics. Find a role that fits below and apply directly.
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About this role:
About this role:
Wells Fargo is seeking a Senior Lead Securities Quantitative Analytics Specialist to lead quantitative modeling focused on residential mortgage and non-agency RMBS.
This position is responsible to lead the research, development, implementation, and ongoing enhancement of loan- and pool-level prepayment, delinquency, default, cure, liquidation, recovery, and loss severity models.
The successful candidate will bring deep expertise in mortgage borrower behavior, residential credit performance, securitization structures, cash-flow modeling, and mortgage valuation.
The role requires hands-on experience working with large-scale mortgage datasets and industry platforms such as Loan Performance, McDash, Intex, 1010data, and agency credit risk transfer data, along with the ability to translate collateral behavior into robust forecasts of cash flows, valuation, and risk.
In this role, you will:
- Lead the research, design, development, calibration, and enhancement of loan- and pool-level mortgage models, including prepayment, delinquency transition, cure, default, liquidation, recovery, and loss severity models.
- Conduct empirical research on borrower behavior and mortgage credit performance using large-scale loan-level, servicing, property, transaction, and macroeconomic data.
- Build and maintain model-ready datasets using industry and internal mortgage data, evaluating data quality, coverage, representativeness, and historical performance.
- Apply statistical, econometric, machine learning, and cash-flow modeling techniques to capture refinancing incentives, credit migration, housing and interest-rate conditions, loan characteristics, servicing behavior, and deal-specific features.
- Translate collateral-level projections into RMBS cash flows, valuation, option-adjusted spread, risk measures, scenario analysis, and stress-testing results.
- Perform model back-testing, benchmarking, sensitivity and stability analysis, and ongoing performance monitoring; identify model limitations and recommend appropriate model enhancements or remediation.
- Develop clear model documentation covering methodology, assumptions, data, estimation, testing, limitations, and intended use, and provide quantitative support through model validation, governance, audit, and regulatory review.
- Partner with traders, portfolio managers, risk managers, and other senior stakeholders to apply mortgage models to pricing, relative-value analysis, portfolio management, forecasting, and risk management.
- Monitor developments in mortgage markets, borrower behavior, housing, interest rates, origination, servicing, and securitization, and assess their implications for model performance, valuation, and portfolio decisions.
- Provide technical leadership, establish sound modeling standards, review quantitative work, and mentor less experienced team members.
Required Qualifications:
- 7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Desired Qualifications:
- 7+ years of experience developing mortgage securities, prepayment, default, credit, or other residential mortgage behavioral models, with deep knowledge of RMBS and mortgage collateral performance.
- Master’s degree or Ph.D. in mathematics, statistics, physics, engineering, computer science, quantitative finance, economics, or another highly quantitative discipline.
- Strong understanding of residential mortgage products, securitization structures, waterfall mechanics, mortgage cash flows, pricing, valuation, and OAS analytics.
- Demonstrated experience working with large-scale mortgage datasets and platforms such as 1010data, eMBS, Loan Performance, CoreLogic, McDash, and Intex.
- Strong knowledge of statistics, econometrics, financial mathematics, Monte Carlo simulation, and mortgage analytics.
- Advanced programming and data-analysis experience using Python and SQL; experience with C++ or VBA is a plus.
- Experience developing, calibrating, back-testing, monitoring, and documenting quantitative models through the model development lifecycle.
- Experience supporting trading, portfolio management, securitization, mortgage investing, valuation, or risk-management functions.
- Ability to translate complex quantitative concepts and model results for quants, technology partners, senior management, and business stakeholders.
- Demonstrated ability to provide technical leadership, review quantitative work, and coach or mentor other quantitative professionals.
Job Expectations:
- Willingness to work on-site at stated location on the job opening
- This position currently offers a hybrid work schedule
- This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to comply with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification. Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report certain incidents.
- Specific compliance policies may apply regarding outside activities and/or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.
Pay Range
Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to demonstrated examples of prior performance, skills, experience, or work location. Employees may also be eligible for incentive opportunities. $215,000.00 - $355,000.00
Benefits
Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees.
- Health benefits
- 401(k) Plan
- Paid time off
- Disability benefits
- Life insurance, critical illness insurance, and accident insurance
- Parental leave
- Critical caregiving leave
- Discounts and savings
- Commuter benefits
- Tuition reimbursement
- Scholarships for dependent children
- Adoption reimbursement
Posting End Date:
3 Nov 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.
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.
c. Please be prepared to provide accurate information and supporting documentation in connection with any lawful employment and education verification conducted by Wells Fargo.
About this role:
About this role:
Wells Fargo is seeking a Senior Lead Securities Quantitative Analytics Specialist to lead quantitative modeling focused on residential mortgage and non-agency RMBS.
This position is responsible to lead the research, development, implementation, and ongoing enhancement of loan- and pool-level prepayment, delinquency, default, cure, liquidation, recovery, and loss severity models.
The successful candidate will bring deep expertise in mortgage borrower behavior, residential credit performance, securitization structures, cash-flow modeling, and mortgage valuation.
The role requires hands-on experience working with large-scale mortgage datasets and industry platforms such as Loan Performance, McDash, Intex, 1010data, and agency credit risk transfer data, along with the ability to translate collateral behavior into robust forecasts of cash flows, valuation, and risk.
In this role, you will:
- Lead the research, design, development, calibration, and enhancement of loan- and pool-level mortgage models, including prepayment, delinquency transition, cure, default, liquidation, recovery, and loss severity models.
- Conduct empirical research on borrower behavior and mortgage credit performance using large-scale loan-level, servicing, property, transaction, and macroeconomic data.
- Build and maintain model-ready datasets using industry and internal mortgage data, evaluating data quality, coverage, representativeness, and historical performance.
- Apply statistical, econometric, machine learning, and cash-flow modeling techniques to capture refinancing incentives, credit migration, housing and interest-rate conditions, loan characteristics, servicing behavior, and deal-specific features.
- Translate collateral-level projections into RMBS cash flows, valuation, option-adjusted spread, risk measures, scenario analysis, and stress-testing results.
- Perform model back-testing, benchmarking, sensitivity and stability analysis, and ongoing performance monitoring; identify model limitations and recommend appropriate model enhancements or remediation.
- Develop clear model documentation covering methodology, assumptions, data, estimation, testing, limitations, and intended use, and provide quantitative support through model validation, governance, audit, and regulatory review.
- Partner with traders, portfolio managers, risk managers, and other senior stakeholders to apply mortgage models to pricing, relative-value analysis, portfolio management, forecasting, and risk management.
- Monitor developments in mortgage markets, borrower behavior, housing, interest rates, origination, servicing, and securitization, and assess their implications for model performance, valuation, and portfolio decisions.
- Provide technical leadership, establish sound modeling standards, review quantitative work, and mentor less experienced team members.
Required Qualifications:
- 7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Desired Qualifications:
- 7+ years of experience developing mortgage securities, prepayment, default, credit, or other residential mortgage behavioral models, with deep knowledge of RMBS and mortgage collateral performance.
- Master’s degree or Ph.D. in mathematics, statistics, physics, engineering, computer science, quantitative finance, economics, or another highly quantitative discipline.
- Strong understanding of residential mortgage products, securitization structures, waterfall mechanics, mortgage cash flows, pricing, valuation, and OAS analytics.
- Demonstrated experience working with large-scale mortgage datasets and platforms such as 1010data, eMBS, Loan Performance, CoreLogic, McDash, and Intex.
- Strong knowledge of statistics, econometrics, financial mathematics, Monte Carlo simulation, and mortgage analytics.
- Advanced programming and data-analysis experience using Python and SQL; experience with C++ or VBA is a plus.
- Experience developing, calibrating, back-testing, monitoring, and documenting quantitative models through the model development lifecycle.
- Experience supporting trading, portfolio management, securitization, mortgage investing, valuation, or risk-management functions.
- Ability to translate complex quantitative concepts and model results for quants, technology partners, senior management, and business stakeholders.
- Demonstrated ability to provide technical leadership, review quantitative work, and coach or mentor other quantitative professionals.
Job Expectations:
- Willingness to work on-site at stated location on the job opening
- This position currently offers a hybrid work schedule
- This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to comply with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification. Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report certain incidents.
- Specific compliance policies may apply regarding outside activities and/or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.
Pay Range
Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to demonstrated examples of prior performance, skills, experience, or work location. Employees may also be eligible for incentive opportunities. $215,000.00 - $355,000.00
Benefits
Wells Fargo provides eligible employees with a comprehensive set of benefits, many of which are listed below. Visit Benefits - Wells Fargo Jobs for an overview of the following benefit plans and programs offered to employees.
- Health benefits
- 401(k) Plan
- Paid time off
- Disability benefits
- Life insurance, critical illness insurance, and accident insurance
- Parental leave
- Critical caregiving leave
- Discounts and savings
- Commuter benefits
- Tuition reimbursement
- Scholarships for dependent children
- Adoption reimbursement
Posting End Date:
3 Nov 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.
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.
c. Please be prepared to provide accurate information and supporting documentation in connection with any lawful employment and education verification conducted by Wells Fargo.
See All 37 Analytics Lead Jobs in New York
Find roles in New York that match your experience and apply in just a few clicks.
Find Analytics Lead JobsAnalytics Lead Jobs by City in New York
Where New York roles are concentrated, by current openings.
Analytics Lead Job Market in New York
A snapshot from current New York openings, updated as new roles post.
Who's Hiring
Top Industries Hiring
- Technology & Software
- Insurance
What New York Employers Look For
The qualifications that appear most often in analytics lead jobs across New York.
- Bachelor's or master's degree in statistics, data science, or a quantitative field
- Four or more years of experience in analytics or business intelligence roles
- Proficiency in SQL, Python, or R for data extraction and analysis
- Experience leading cross-functional projects and presenting insights to senior stakeholders
- Familiarity with visualization tools such as Tableau, Looker, or Power BI
- Background in A/B testing, experimentation frameworks, or predictive modeling
Analytics Lead Jobs in New York: Frequently Asked Questions
How do you become a analytics lead in New York?
Analytics lead roles in New York do not require a state-issued license, so the path runs through education and experience. Most hiring managers look for a bachelor's degree in a quantitative discipline, with a master's preferred at larger institutions. New York employers typically expect candidates to have progressed through individual contributor analyst roles before stepping into a lead position, demonstrating both technical depth and the ability to mentor junior analysts and influence business decisions.
How much do analytics leads make in New York?
Analytics leads in New York earn a median of about $130,460 a year, based on May 2025 Bureau of Labor Statistics wage data, ranging from around $73,330 for the lowest 10% to over $214,080 for the top 10%. Pay rises with experience, specialty, and employer.
Which companies hire analytics leads in New York?
Employers hiring analytics leads in New York right now include Lyft, Ocrolus, and Squarespace, based on current listings on Migrate Mate as of November 2026. New York's concentration of financial institutions, large media companies, and major hospital systems means demand is consistent and spread across multiple industries rather than tied to a single sector.
Which New York cities have the most analytics lead jobs?
New York, Albany, and Amherst have the most analytics lead openings in New York. New York City accounts for the large majority, driven by its density of financial services firms, advertising and media groups, and healthcare networks, while Buffalo and Albany generate demand from regional insurers, state government agencies, and growing technology employers that have expanded outside the city in recent years.
Are there remote analytics lead jobs in New York?
Yes, and more than most fields. About 84% of analytics lead openings tied to New York are remote or hybrid as of November 2026, reflecting how well the work translates to distributed settings. Roles focused on data modeling, reporting, and strategic analysis are the most likely to offer full remote arrangements, while positions that require close collaboration with on-site operations or product teams tend to follow a hybrid schedule.
How can I get hired as a analytics lead in New York with little or no experience?
The most realistic entry path is moving into a junior analyst role first, then building toward a lead title over several years. New York employers including large banks, hospital systems, and media companies regularly hire associate analysts or data analyst fellows directly from graduate programs. Building a portfolio of independent projects, earning a credential in tools like Tableau or Python, and transitioning from adjacent roles such as business analyst, reporting analyst, or data coordinator are the moves that consistently open the door.
Where can I find and apply to analytics lead jobs in New York?
You can find and apply to analytics lead jobs in New York on Migrate Mate, which lists current openings across New York City, Buffalo, Albany, and surrounding areas. Find roles that fit your experience and apply directly to each one.
See All 37 Analytics Lead Jobs in New York
Find roles in New York that match your experience and apply in just a few clicks.
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