Senior Lead Quantitative Analytics Specialist - Market Risk Capital Model Architecture (GenAI/Python)

Job description

About this role: Wells Fargo is seeking a Wells Fargo is seeking a Senior Quantitative Analytics Specialist (Executive Director) to fill an individual contributor role within the (MCRA) Market and Counterparty Risk Analytics Model Architecture team. This team acts as a subject matter expert to model owners for ensuring market risk policy compliance and advises on industry best practices, modeling methodologies, choices, and assumptions. In this role, you will: Ensure Capital Model Regulatory Compliance Support and lead Assessment and Design of Modeling Requirements Assess key model risks and associated modeling impacts Use AI to build analytical tools for model owner support and risk analysis Support and lead model calibration operations Required Qualifications: 7+ 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 Desired Qualifications: PhD or master's degree in statistics, mathematics, physics, engineering, computer s...