Quantitative Analytics Specialist (Req # 001889)

at  Wells Fargo

At Wells Fargo, we want to satisfy our customers’ financial needs and help them succeed financially. We’re looking for talented people who will put our customers at the center of everything we do. Join our diverse and inclusive team where you’ll feel valued and inspired to contribute your unique skills and experience.
Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you.
Corporate Risk helps all Wells Fargo businesses identify and manage risk. The team focuses on several key risk types, including conduct, credit, financial crimes, information security, interest rate, liquidity, market, model, operational, regulatory compliance, reputation, strategic, and technology risk.
The group provides leadership, enhances communications, assists with problem identification and solutions, and shares best practices. In addition, the group provides an enterprise-wide view of risk, assists management and our Board of Directors in identifying and monitoring risks that may affect multiple lines of business, and takes appropriate action when business activities exceed the risk tolerance of the company.
Wells Fargo Bank N.A. seeks a Quantitative Analytics Specialist in Charlotte, NC.

REQUIRED QUALIFICATIONS:

Master’s degree in Statistics, Computer Science, Economics, Electrical Engineering, or related quantitative field plus two (2) years of experience in the job offered or in a related position involving quantitative analytics experience.

REQUIRED SKILLS:

Position requires experience in the following skills. Skills can be gained through work experience or graduate degree coursework.

• Programming languages used for statistical analysis and data programming including SAS, R, C++, Python, SQL, and MATLAB
• Analytical software like Hadoop and NoSQL
• Linux and Unix Operating Systems
• Predictive modeling using statistical and machine learning techniques
• Stochastic Modeling, Optimization, Simulation, Computational Statistics, and Machine Learning
• Statistical model development and validation
• Documenting and presenting detailed model development and validation outcomes and results
• Utilizing best modeling practices and methodologies in the areas of data processing, sampling, model design/specification, model performance assessment, and evaluation testing

APPLICANTS WITH DISABILITIES

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .

WELLS FARGO RECRUITMENT AND HIRING REQUIREMENTS:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process

Be involved in the development of state-of-the-art methods in statistical modeling, machine learning (ML), and optimization as well as implementing them in fast and efficient algorithms. Conduct applied research to drive the development of methodology and algorithms. Identify state-of-the-art techniques in modeling (statistics and ML) as well as optimization for application in risk management. Implement the techniques in fast and scalable algorithms in our advanced computing platform. Disseminate best practice across the quantitative modeling community within the bank. Develop model library to support model risk assessment. Collaborate with internal and external quantitative communities to keep abreast of latest developments and practices in quantitative risk. Telecommuting is permitted up to 2 days a week. Position must appear in person to the location listed as the work address.
Travel required: None.