Overview
Lead Quantitative Model Solutions Specialist for Wells Fargo’s Retail portfolios, focused on complex model maintenance, optimization, planning, and execution across credit risk models.
What you'll do
- Lead large-scale model maintenance, optimization, and planning initiatives across operational processes and reporting.
- Review and analyze complex model operations and optimization challenges, including intangibles or unprecedented factors.
- Develop model processes and optimization strategies for short- and long-term objectives.
- Influence global model maintenance schedules following the System Development Life Cycle process and related quality, security, and compliance requirements.
- Provide analytical expertise for credit risk model monitoring, implementation, and execution for Retail portfolios.
- Lead complex predictive modeling activities and support developing, evaluating, implementing, monitoring, and executing credit and PPNR models.
What you'll need
- 5+ years of quantitative model solutions or quantitative model operations experience.
- Bachelor’s degree (premier institute) or Masters/PhD in quantitative fields (applied mathematics, statistics, engineering, finance, economics, econometrics, or computer sciences).
- 5+ years of experience in credit risk analytics or credit risk modeling/monitoring/implementation.
- Advanced programming skills in Python, SAS, and SQL.
- Exposure to business intelligence tools such as Tableau or PowerBI.
- Strong project management skills and ability to work under pressure in a dynamic environment.
- Strong communication skills and ability to develop partnerships and collaborate.
Details
- Location: Bengaluru, India.
Read the full description and apply on the company’s own careers page.
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