Position requires aBachelors /Master’s degreein Mathematics, Statistics, or related quantitative field and fourof experience in the job offered or in a related quantitative analytics role.
Specific skills required:
- Quantitative experience with credit risk, loss forecasting or stress testing methodologies;
- Experience validating macro-economic scenario forecasts;
- Experience with the development and oversight of methodologies used in commercial modeling, investment securities, and economic modeling;
- Strong quantitative skills with a background in mathematical and/or statistical techniques used in stress test modeling such as logistic regression, Monte Carlo simulation, time series modeling, machine learning, and hazard modeling;
- Programming skills with strong experience in model development and performance testing methodology using SAS, Python, R, or other statistical software;
- Business acumen with the ability to engage diverse stakeholders for the planning and completing of complex model validation projects independently and effectively; and
- Develop best-in-class transactional and application risk models leveraging cutting-edge advanced AI/ML techniques
- Lead and participate in critical debugging, testing and performance tuning for machine learning and/or statistical models written in python code
- Conduct ad-hoc analysis and reporting as required
- Responsible for documenting and presenting detailed model development processes and results, suitable for a variety of audiences
- Lead and participate intensive team discussions, interactions with cross-functional teams, and dialogues with internal reviewers (Model Validation and Internal Audit)
- Collaborate with key business model users to ensure models are business driven, properly implemented and executed
- Respond to ongoing analytical requests from auditors and regulatory reviewers in timely manner
- Essential Skills:
- 10+ years of analytics experience with experience in customer call analytics and escalated complaints analytics.
- Master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics, or computer science
- 10+ years of programming experience in SAS, Python, Tableau & ThoughtSpot.
- Experience in LLM/Topic Modelling & ML model development and/or monitoring
- Excellent verbal and written communication skills
- Experience in producing high quality technical documentation with tools such as Excel, Word, PowerPoint
Desired Skills:
- Bachelors/Masters in Analytics or similar quantitative disciplines
- Experience in statistical modeling techniques
- Exposure to machine learning techniques (Random Forest, XG Boost, Light GBM, Neural Networks, LLM and so on)
- Developed Fraud Risk Model using Python or other vendor based tools
- Excellent problem solving skills and ability to connect dots, see big picture and find solutions and articulate in a clear manner.
- Understanding of process, methodologies used in credit/fraud scoring model development, implementation, validation and monitoring
- Ability to effectively manage multiple assignments with challenging timelines
3 Apr 2025
Wells Fargo Recruitment and Hiring Requirements:
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.