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Wells Fargo is seeking a Quantitative Analytics Specialist.
Job Responsibility
Develop, implement, and calibrate various analytical models
Perform highly complex activities related to financial products, business analysis and modeling
Perform basic statistical and mathematical models using Python, R, SAS, C++ and SQL
Perform analytical support and provide insights regarding a wide array of business initiatives
Provide solutions to business needs and analyze workflow 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
Requirements
2+ 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 statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline
Nice to have
2+ years of experience in credit risk analytics with exposure to statistical and machine learning model development, implementation or ML Ops
Strong problem-solving skills
2-5 years of advanced programming and debugging skills in Python – OOP, packaging, build and deployment, data structures and algorithms, decorators, logging, exception handling, JIT compilers
2+ years of experience in High performance computing, Big Data and real time solutions – PySpark, MapR streaming, parallel processing, real time optimization
2+ years of experience in unit testing, UAT testing, regression testing and code review
Comfortable with Git, GitHub, CI/CD pipelines and UNIX commands
Excellent verbal, written, and interpersonal communication skills