Wells Fargo
Charlotte, North Carolina
Lead Quantitative Analytics Specialist- Market Risk Capital Model Architecture (GenAI/Python)
Job details
- Location
- Charlotte, North Carolina
- Work type
- Hybrid
- Posted
- 4 days ago
- Apply on
- wf.wd1.myworkdayjobs.com
About this role
5+ years quantitative analytics experience; master's or higher in a quantitative field; strong Python and GenAI tooling experience; knowledge of market risk modeling.
What you'll do at Wells Fargo:
- Ensure Capital Model Regulatory Compliance
- Lead design of modeling requirements
- Lead model calibration operations
Apply to this Lead Quantitative Analytics Specialist- Market Risk Capital Model Architecture (GenAI/Python) role at Wells Fargo with a tailored resume on ApplyBolt.