Lead Quantitative Analytics Specialist - Corporate & Investment Banking, Wells Fargo

Wells Fargo

Location:
United States, Charlotte

Category:
Banking

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

Wells Fargo is seeking a Lead Quantitative Analytics Specialist to fill the role within the MCRA team (Market and Counterparty Risk Analytics). This position will cover researching, developing, testing, analyzing, monitoring, tool-building, and documentation of MCRM models.

Job Responsibility:

Develop, implement, and calibrate various analytical models for risk management
Perform highly complex activities related to financial products, business analysis and modeling
Perform basic statistical and mathematical models using Python, C++ and SQL
Perform analytical support and provide insights regarding a wide array of business initiatives
Provide solutions to business needs and analyze work flow processes to make recommendations for process improvement in risk management
Collaborate and consult with peers, colleagues, managers and regulators to resolve issues and achieve goals
Establishing effective yet automated controls and creating consistent and robust execution processes across models
Maintaining documentation for key implementation processes across the team with focus on standardization of implementation and execution controls
Partnering with modeling team to understand model structure and limitation
performing model performance monitoring, creating and sharing regular reports with key stockholders

Requirements:

5+ 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 have:

PhD in statistics, mathematics, physics, engineering, computer science, economics, or quantitative field
or a Master's degree
Strong analytical skills with Python programming and C++ programming expertise in model development
Strong financial modeling knowledge in stochastic calculus and numerical computation
Strong analytical/quantitative problem-solving skills
Knowledge and understanding of financial products and financial modeling
Strong time management skills and ability to meet deadlines
Ability to deliver results with speed and agility
Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important
Excellent verbal, written, and interpersonal communication skills
Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment

What we offer:

Compliance with in-office policy
hybrid work schedule
diversity, equity and inclusion in the workplace
medical accommodation during the application or interview process

Additional Information:

Job Posted:
April 25, 2025

Expiration:
April 29, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Lead Quantitative Analytics Specialist - Corporate & Investment Banking