Senior Quantitative Analytics Specialist
About The Position
Wells Fargo is seeking a Senior Quantitative Analytics Specialist to fill the role within the (MCRA) Market and Counterparty Risk Analytics Model Architecture team. This team acts as a subject matter expert to model owners for ensuring market risk policy compliance and advises on industry best practices, modeling methodologies, choices, and assumptions. In this role, you will: Ensure Capital Model Regulatory Compliance Support and lead Assessment and Design of Modeling Requirements Assess key model risks and modeling impacts Develop and operate what-if analysis and benchmarking tools Support and lead model calibration operations
Requirements
- 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
Nice To Haves
- PhD or master's degree in statistics, mathematics, physics, engineering, computer science, economics, or quantitative field
- Strong knowledge and understanding of Trading products and financial modeling
- Strong analytical skills with Python programming and C++ programming expertise in model development.
- Experience leading model risk assessments and advising stakeholders.
- Excellent verbal, written, and interpersonal communication skills
- Strong time management skills and ability to meet deadlines
Responsibilities
- Ensure Capital Model Regulatory Compliance
- Support and lead Assessment and Design of Modeling Requirements
- Assess key model risks and modeling impacts
- Develop and operate what-if analysis and benchmarking tools
- Support and lead model calibration operations
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
