Lead Quantitate Modelling Specialist

Wells Fargo · Bengaluru, India · Refreshed 14 days ago

About this role

About this role: Wells Fargo is seeking a Lead Quantitate Modelling Specialist. In this role, you will: 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 Required Qualifications: 5 years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Overall experience around 5 years in credit risk modeling role Bachelor’s degree or higher in a quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer science

Listings may come from company or aggregator sources. Confirm current availability and requirements on the original application page.