Lead Quantitative Model Solutions Specialist

Wells Fargo

**
5+ years quantitative model operations experience
Strong python and pyspark programming skills
Implementation of regulatory credit risk models
** Wells Fargo is seeking a Lead Quantitative Model Solutions Specialist to oversee complex model maintenance and optimization initiatives within the financial sector. The role demands extensive experience in quantitative model solutions, particularly in credit risk modeling, along with strong programming skills in Python and PySpark. **

Job Summary

  • This role leads complex, large-scale model maintenance, optimization, and planning initiatives within operational processes and controls.
  • The specialist will lead end-to-end implementation of regulatory credit risk models such as PD, LGD, and EAD into production systems.
  • Candidates must ensure compliance with regulatory standards including Basel, IFRS9, and CCAR while performing rigorous testing and benchmarking.

Matching Summary

Match Score: 75

** Wells Fargo is seeking a Lead Quantitative Model Solutions Specialist to oversee complex model maintenance and optimization initiatives within the financial sector. The role demands extensive experience in quantitative model solutions, particularly in credit risk modeling, along with strong programming skills in Python and PySpark. **

Skills & Requirements

Must-have

  • 5+ years quantitative model operations experience
  • Strong Python and PySpark programming skills
  • Implementation of regulatory credit risk models

Nice-to-have

  • Experience with Git version control systems
  • Familiarity with CI/CD pipelines and cloud platforms
  • Knowledge of agile development methodologies

Key Requirements

  • Bachelor's or Master's degree in quantitative finance or related field
  • 5+ years of experience in banking or financial services
  • Proven experience in regulatory Credit risk model implementation

Work Rights

Not specified

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