Not specified (assumed to be hybrid or remote based on industry standards).
4+ years quantitative solutions engineering experience
Advanced python sas sql programming skills
Credit risk analytics and modeling expertise
Wells Fargo is seeking a Senior Quantitative Model Solutions Specialist for its Unsecured / Small Business Retail team, focusing on model maintenance, optimization, and credit risk analytics. The ideal candidate should have over four years of relevant experience, advanced programming skills, and strong project management abilities
Job Summary
This role involves leading moderately complex model maintenance and optimization initiatives for the Unsecured / Small Business Retail team at Wells Fargo.
Candidates will be responsible for validating model efficiency, analyzing data sets, and ensuring compliance with regulatory requirements like CECL and Basel.
The position requires strong collaboration with peers and managers to resolve issues while leveraging a solid understanding of policies and compliance standards.
Matching Summary
Match Score: 85
Wells Fargo is seeking a Senior Quantitative Model Solutions Specialist for its Unsecured / Small Business Retail team, focusing on model maintenance, optimization, and credit risk analytics. The ideal candidate should have over four years of relevant experience, advanced programming skills, and strong project management abilities.
Skills & Requirements
Must-have
4+ years quantitative solutions engineering experience
Advanced Python SAS SQL programming skills
Credit risk analytics and modeling expertise
Experience with regulatory models CCAR CECL IFRS9
Bachelor's degree in quantitative fields
Nice-to-have
Strong project management and prioritization skills