|Quantitative Analytics Specialist 3 - Credit Risk Modeling|
Company: Wells Fargo
Location: Des Moines, IA
Employment Type: Full Time
Date Posted: 04/17/2021
Expire Date: 05/23/2021
Job Categories: Banking, Finance/Economics, Financial Services, Information Technology, Insurance, Military, Quality Control, Research & Development
Quantitative Analytics Specialist 3 - Credit Risk Modeling|
Important Note: During the application process, ensure your contact information (email and phone number) is up to date and upload your current resume when submitting your application for consideration. To participate in some selection activities you will need to respond to an invitation. The invitation can be sent by both email and text message.Â In order to receive text message invitations, your profile must include a mobile phone number designated as 'Personal Cell' or 'Cellular' in the contact information of your application.
At Wells Fargo, we are looking for talented people who will put our customers at the center of everything we do. We are seeking candidates who embrace diversity, equity and inclusion in a workplace where everyone feels valued and inspired.
Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you.
As the company's second line of defense, Corporate Risk â or Independent Risk Management â provides independent oversight of risk-taking activities. Independent Risk Management establishes and maintains Wells Fargo's risk management program and provides oversight, including challenges to and independent assessment of, the frontline's execution of its risk management responsibilities. We manage risk according to the Risk Management Framework and ensure all employees understand their individual accountability for managing risk
Corporate Risk helps all Wells Fargo businesses identify and manage risk. We help management and Board of Directors identify and monitor risks that may affect multiple lines of business, and take appropriate action when business activities exceed the risk tolerance of the company. The Risk Modeling Team (the 'team') is a unit within Corporate Risk and is responsible for development and implementation of the following model types:Â
The team is seeking a dynamic individual with experience in predictive modeling and data analysis to focus on developing, documenting and supporting models and results for Basel purpose. The selected candidate should possess credit risk modeling experience, strong Python and SAS/SQL programming skills as well as other quantitative skills. Our ideal candidate will have a sound background in modeling techniques like OLS and generalized linear models including logistic regression, hazard models, time-series and panel regression.Â The same candidate is expected to bridge between parametric approaches and machine learning techniques. The selected candidate will be comfortable extracting data across a variety of data sources and databases.
Other Desired Qualifications
Visit https://www.wellsfargo.com/about/careers/benefitsÂ for benefits information.