Lead Quantitative Analytics Specialist

About this role:

Wells Fargo is seeking a Lead Quantitative Analytics Specialist to fill the 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 model and model users on industry best practices, modeling methodologies, choices, and assumptions.

In this role, you will:

• Ensure Capital Model Regulatory Compliance
• Lead Assessment and Design of Modeling Requirements
• Assess key model risks and modeling impacts
• Develop and operate what-if analysis and benchmarking tools
• Lead model calibration operations

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
• 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 science, economics, or quantitative field 
• Strong knowledge and understanding of Trading products and financial modeling
• Excellent verbal, written, and interpersonal communication skills
• Strong analytical skills with Python programming and C++ programming expertise in model development. 
• Strong financial modeling knowledge in stochastic calculus and numerical computation
• Proven track record in model design, implementation, and compliance.
• Experience leading model risk assessments and advising stakeholders.
• Strong time management skills and ability to meet deadlines
• Ability to deliver results with speed and agility
• Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important

Job Expectations:

• Compliance with in-office policy
• This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to comply with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification. Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report certain incidents.
• Specific compliance policies may apply regarding outside activities and/or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal