Senior Quantitative Analytics Specialist

About this role:

Wells Fargo is seeking a Senior Quantitative Analytics Specialist for model risk management team.

In this role, you will:

• Perform highly complex activities related to creation, implementation, and documentation
• Use highly complex statistical theory to quantify, analyze and manage markets
• Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives
• Utilize structured securities and provide expertise on theory and mathematics behind the data
• Manage market, credit, and operational risks to forecast losses and compute capital requirements
• Participate in the discussion related to analytical strategies, modeling and forecasting methods
• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives
• Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills
• The Model Validator is responsible for completion of high-quality model validations to support business activities in the following areas: Treasury, Capital, Liquidity, Operational, Pre-Provision Net Revenue (PPNR), Finance, Asset-Liability Management, Balance Sheet, Business Planning, including Stress Testing (DFAST/CCAR) and Recovery and Resolution Planning (RRP) as applicable.
  Specifically this individual will have responsibility to:

Required Qualifications:

• 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

Desired Qualifications

• Hands on model development/validation experience by using some of the quantitative methodologies including time series, logistic regression, linear programing and some of the tree technologies such as GBM, Random Forest, etc.
• Practical quantitative programming experience with SAS, SQL, Python, R and comfortable working with large datasets
• Skill in managing relationships with key model stakeholders
• Ability to communicate to different audiences (other technical staff, senior management and regulators) both verbally and in writing
• Aptitude for synthesizing data to 'form a story' and align information to contrast/compare to industry perspective
• Attention to detail in both analytics and documentation
• Eagerness to contribute collaboratively on projects and discussions and support the development of high performing teams
• Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions
• Ability to work independently on complex model validations from start to finish
• Perpetual interest in learning something new, but being comfortable with not knowing the all the answers
• Intellectually curious.  Someone who enjoys solving problems