Wells Fargo Senior Quantitative Analytics Specialist - Market Risk 

United States, North Carolina, Charlotte 

48614313

In this role, you will:

• Lead complex initiatives including creation, implementation, documentation, validation, articulation and defense, of market risk model.
• Perform highly complex activities related to financial products, business analysis and modeling
• Perform advanced mathematical models using Python, C++ and SQL
• Use highly complex statistical theory to quantify, analyze and manage markets
• Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives
• Utilize structured securities and provide expertise on theory and mathematics behind the data
• Manage market, credit, and operational risks to forecast losses and compute capital requirements
• Participate in the discussion related to analytical strategies, modeling and forecasting methods
• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives
• Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills

Required Qualifications:

• 4+ 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:

• Knowledge and experience in market risk VaR models for derivative products
• PhD in statistics, mathematics, physics, engineering, computer science, economics, or quantitative field; or a master’s degree
• Strong analytical skills with Python programming and C++ programming expertise in model development.
• Strong financial modeling knowledge in stochastic calculus and numerical computation
• Stronganalytical/quantitativeproblem-solving skills.
• Knowledge and understanding of financial products and financial modeling
• 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
• Excellent verbal, written, and interpersonal communication skills
• Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment

Job Expectations:

• This position offers a hybrid work schedule.
• Willingness to work on-site at stated location on the job opening.

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.

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.