Quantitative Analytics Specialist (#001931 Multiple Positions Available)

Wells Fargo & Company•Charlotte, NC

2d•Hybrid

About The Position

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.

Requirements

PhD in Physics, Mathematics, Engineering, Computer Science, or related field.
2 years of quantitative analytics experience or equivalent, experience can be gained concurrently with graduate level education.
Advanced mathematical and statistical expertise.
Experience with stochastic calculus and probability theory.
Quantitative finance skills.
Strong understanding of Monte Carlo simulation and financial derivatives.
Experience with Programming and software development.
Expertise in Python and C++.
Familiarity with big data frameworks and databases.

Responsibilities

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.