Quantitative Analytics Specialist
Wells Fargo, a wholly owned subsidiary of Wells Fargo & Company (NYSE: WFC), a diversified, community-based financial services company, is seeking the following positions in Charlotte, NC: Quantitative Analytics Specialist 3 # 000699: Responsible for developing, implementing and maintaining risk models for structured products under the BASEL 2.5 and the FRTB Capital frameworks. Must have Ph.D. in mathematics, statistics, or a related quantitative field plus 1 year of related experience. Quantitative Analytics Specialist 3 # 000778: Responsible for performing highly complex activities related to creation, implementation, documentation, validation, defense, and on-going maintenance of models grounded in complex statistical and mathematical theory. Must have Ph.D. in Mathematics, Statistics, Engineering, Physics, Economics, or Computer Science, plus 2 years of related experience. Quantitative Analytics Spec 6 # 000675: Research, design, prototype, and develop market and CVA risk models. Work on development of risk models to meet market risk and/or CVA regulatory requirements. Must have a Master’s degree in Mathematics, Mathematical Finance, or related quantitative field plus 8 years of related experience. Quantitative Analytics Specialist 3 # 000770: Build, document, maintain, and analyze credit and balance forecasting models for Wells Fargo’s commercial portfolio. Must have Ph.D. in Economics, Mathematics, Statistics, Engineering, Physics, or Computer Science plus 1 year of related experience. Quantitative Analytics Specialist 4 # 000362: Responsible for validating financial derivatives pricing models on various asset types and market risk models developed by the line of business. Must have Ph.D. in Statistics, Mathematics, Engineering, Physics, Economics, Computer Science, or a related quantitative field. Quantitative Analytics Spec 3 # 000824: Perform and lead most complex activities related to business and statistical analysis, risk segmentation, model development and documentation, and model performance in Loss Forecasting. Must have PhD in Statistics, Mathematics, Engineering, Physics, Economics, Computer Science or related field of study plus 2 years of related experience. Quantitative Analytics Specialist 3 # 000810: Build, document, maintain, and analyze forecasting models. Must have Ph.D. in Statistics, Mathematics, Physics, Economics, Computer Science, or a related quantitative field, plus 1 year of related experience. Quantitative Analytics Specialist 3 # 000267: Responsible for performing highly complex activities related to creation, implementation, documentation, validation, articulation and defense, and on-going maintenance of complex models grounded in highly complex statistical theory. Must have Ph.D. in Statistics, Mathematics, Engineering, Physics, Economics, Computer Science, or a related quantitative field, or a Master’s degree plus 2 years of related experience. Quantitative Analytics Specialist 3 # 000404: Responsible for performing highly complex activities such as to the creation, implementation, documentation, validation, defense and on-going maintenance of advanced statistical models focusing on retail credit and balance risk control. Must have Master’s degree in Mathematics, Statistics, Engineering, Physics, Economics, or Computer Science plus 1 year of related experience. Quantitative Analytics Specialist 3 # 000707: Responsible for performing highly complex activities related to creation, implementation, documentation, validation, articulation and defense, on-going maintenance of complex models grounded in highly complex statistical theory used to quantify, analyze and manage market, credit, counterparty and operational risks or to forecasts losses and compute capital requirements or enable decision making. Must have Master’s degree in Mathematical Finance, Financial Engineering, or a related quantitative field plus 2 years of related experience. Quantitative Analytics Specialist 5 # 000445: Responsible for performing highly complex activities related to creation, implementation, documentation, validation, articulation and defense, on-going maintenance of complex models grounded in highly complex statistical theory. Must have Ph.D. in Mathematics, Statistics, Engineering, Physics, Economics, or Computer Science plus 6 years of related experience. To apply, send resume to: recruiter_inbox@wellsfargo.com & reference the specific Requisition # in the subject line.