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Quantitative Analytics Consultant 2

Wells Fargo San Francisco, CA
  • Expired: October 09, 2019. Applications are no longer accepted.

Important Note: During the application process, ensure your contact information (email and phone number) is up to date and upload your current resume prior to 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. 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 want to satisfy our customers' financial needs and help them succeed financially. We're looking for talented people who will put our customers at the center of everything we do. Join our diverse and inclusive team where you'll feel valued and inspired to contribute your unique skills and experience.
Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you.
*Corporate Risk* helps all Wells Fargo businesses identify and manage risk. The team focuses on several key risk types, including conduct, credit, financial crimes, information security, interest rate, liquidity, market, model, operational, regulatory compliance, reputation, strategic, and technology risk.
The group provides leadership, enhances communications, assists with problem identification and solutions, and shares best practices. In addition, the group provides an enterprise-wide view of risk, assists management and our Board of Directors in identifying and monitoring risks that may affect multiple lines of business, and takes appropriate action when business activities exceed the risk tolerance of the company.
Wells Fargo's Corporate Model Risk (CMoR) organization is seeking a highly qualified person to join its Advanced Technologies for Modeling (AToM) Group as a _Quantitative Analytics Consultant 2_ (QAC2). The person will be part of the /Statistical Modeling and Machine Learning team/ within AToM. The responsibilities of the AToM group include development of cutting-edge models, algorithms, visualization tools, and computing environment to advance the Bank's practices in the areas of credit, operational, and market risk management.
This individual will be involved in the development of state-of-the-art methods and algorithms in /machine learning (ML), artificial intelligence (AI), and advanced statistics/ with the goal of driving the best modeling practices across the bank. Specific duties include, but are not limited to, the following:
* Identifying state-of-the-art techniques in advanced modeling (statistics and ML/AI) and adapting them for applications in risk management;
* Driving new methodology development by conducting applied research in advanced statistical methods and ML/AI for emerging applications in risk modeling;
* Disseminating best practice across the quantitative modeling community within the bank through algorithm development, white papers, and seminars;
* Developing model library to support model validation process;
* Designing benchmark models as well as implementing and automating their use within our advanced computing platform ; and
* Collaborating with internal and external quantitative communities, including academia, to keep abreast of latest developments and practices in quantitative risk.
Required Qualifications:
* 4+ years of experience in an advanced scientific or mathematical field
* A master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics, or computer science
* 4+ years of statistical modeling experience
* 5 + years of experience using quantitative machine learning techniques
How to Express Interest in This Job: Wells Fargo invites you to apply for this job at https://employment.wellsfargo.com/psc/PSEA/APPLICANT_NW/HRMS/c/HRS_HRAM_FL.HRS_CG_SEARCH_FL.GBL?Page=HRS_APP_JBPST_FL&FOCUS=Applicant&SiteId=1&JobOpeningId=5514062&PostingSeq=1.
All offers for employment with Wells Fargo are contingent upon the candidate having successfully completed a criminal background check. Wells Fargo will consider qualified candidates with criminal histories in a manner consistent with the requirements of applicable local, state and Federal law, including Section 19 of the Federal Deposit Insurance Act.
Relevant military experience is considered for veterans and transitioning service men and women.
Wells Fargo is an Affirmative Action and Equal Opportunity Employer, Minority/Female/Disabled/Veteran/Gender Identity/Sexual Orientation.
Relevant military experience is considered for veterans and transitioning service men and women.
Wells Fargo is an Affirmative Action and Equal Opportunity Employer, Minority/Female/Disabled/Veteran/Gender Identity/Sexual Orientation.

Wells Fargo

Address

San Francisco, CA
94103 USA