remote
Senior Quantitative Analytics Specialist - Wells Fargo
Software Engineer
Senior specialist driving advanced statistical modeling, risk management, and capital forecasting for market, credit, and operational exposures using structured securities expertise.
About the role
Key Responsibilities
- Design, implement, and document complex quantitative models that support market, credit, and operational risk assessments.
- Apply advanced statistical theory to quantify risk factors, forecast losses, and calculate regulatory capital requirements.
- Analyze structured securities, providing deep mathematical insight into pricing, valuation, and risk characteristics.
- Collaborate with business partners to shape analytical strategies, model selection, and forecasting methodologies for diverse initiatives.
- Present model outcomes and risk insights to senior stakeholders, influencing decision‑making and risk mitigation plans.
Requirements
- Advanced degree (MSc/PhD) in Mathematics, Statistics, Financial Engineering, or a related quantitative field.
- 5+ years of experience building and validating statistical or econometric models for risk and capital forecasting.
- Strong expertise in risk management concepts, including market, credit, and operational risk frameworks.
- Proficiency with quantitative programming tools (e.g., Python, R, MATLAB) and statistical libraries.
- Excellent communication skills to translate complex quantitative results into actionable business insights.
Skills
machine learningdeep learningtensorflowpytorchkerasxgboostpandasnumpy