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Wells Fargo is seeking a Lead Quantitative Analytics Specialist.
Job Responsibility
Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory
Qualify monitor markets and forecast credit and operational risks
Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives
Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis
Review and assess models inclusive of technical, audit, and market perspectives
Identify structure and scope of review
Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models
Collaborate and consult with regulators and auditors
Present results of analysis and strategies
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
Working expertise in Tensorflow, Keras or Pytorch would be added advantage
Working knowledge in developing end to end ML/AI pipeline in Apache Spark, Sparkling Waters, H2O, experience in working on LLMs. Exposer to Agentic AI frameworks
Ability to work with Data Engineers in discovering and optimizing bottlenecks in the AI/ML pipeline for real-time or near-real-time applications that consumes large throughput of data
Knowledge of banking industry and products in at least one of the LOB such as credit cards, mortgage, deposits, loans or wealth management etc.is desirable
Knowledge of functional area such as risk, marketing, operations or supply chain in banking industry is desirable