Senior Quantitative Analytics Specialist

About this role: Wells Fargo is seeking a Senior Quantitative Analytics Specialist.

• Perform highly complex activities related to creation, implementation, and documentation
• Use highly complex statistical theory to quantify, analyze and manage markets
• Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives
• Utilize structured securities and provide expertise on theory and mathematics behind the data
• Manage market, credit, and operational risks to forecast losses and compute capital requirements
• Participate in the discussion related to analytical strategies, modeling and forecasting methods
• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives
• Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills

• 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

• Required to work individually or as part of a team on multiple data science projects and work closely with business partners across the organization. Mentor and coach budding Data Scientist on developing and implementing data science solutions.
• Perform various complex activities related to statistical/machine learning. Provide analytical support for developing, evaluating, implementing, monitoring and executing models across business verticals using emerging technologies including but not limited to Python, Spark, and H2O etc.
• Expert knowledge on working on large datasets using SQL and present conclusions to key stakeholders.
• Establish a consistent and collaborative framework with the business and act as a primary point of contact in delivering the solutions.
• Experience in building quick prototypes to check feasibility and value to business.
• Expert in developing and maintaining modular code-base for reusability
• Review and validate models and help improve the performance of the model under the preview of the banking regulations.
• Work closely with technology teams to deploy the models to production.
• Prepare detailed documentations for projects for both internal and external that complies regulatory and internal audit requirements
• Working expertise in Tensorflow, Keras or Pytorch would be added advantage
• Working knowledge in developing end to end ML/AI pipeline in Apache Spark, Sparkling Waters, H2O, Caffe in Hortonworks/Cloudera and/or MapR or Teradata Aster big data platforms
• Ability to work with Data Engineers in discovering and optimizing bottlenecks in the AI/ML pipeline for real-time or near-real-time applications that consumes large throughput of data

• Master's degree in engineering in computer science, information technology, electrical engineering etc.
• M.Sc./M.Phil. in statistics/ economics/ mathematics/ operations research engineering physics.
• 4 + years of relevant hands on experience in data science and advanced analytics.
• Must have hands on exposure in Python, PySpark and SQL.
• Expert knowledge of libraries like sckit-learn, pandas, numpy, mllib, matplotlib, keras.
• Expert in data mining and statistical analysis.
• Experience in developing, implementing models.
• Statistical models linear regression, logistic regression, time series analysis, multivariate statistical analysis.
• Machine learning models Random forest, XGBoost, GBM, SVM.
• Exposure to deep learning framework - ANN,RNN, CNN, LSTM
• Excellent understanding of model metrics including AUC, ROC, F-statistics etc. with clear understanding of how model performance is tuned
• Strong programing skills.
• Hands on knowledge in one or more of Big Data skillsSQL, Aster, Teradata, Hadoop, SPARK, H20, BigQuery.
• Exposure to Google Cloud Platform
• Critical thinking and strong problem solving skills
• Ability to learn the business aspects quickly
• Knowledge of banking industry and products in at least one of the LOB such as credit cards, mortgage, deposits, loans or wealth management etc.is desirable
• Knowledge of functional area such as risk, marketing, operations or supply chain in banking industry is desirable
• Ability to multi-task and prioritize between projects
• Ability to work independently and as part of a team
• Senior Quantitative Analytics Specialist is a partner-facing role and is responsible for delivering high impact analytic and data science projects by using analytics and AI. Primary role of the advanced analytics consultant in the Consumer Modeling COE is to apply business knowledge and advanced programming skills and analytics to serve as a subject matter expert, analyst, advisor and consultant to support model lifecycle - model development, performance testing, data analysis, model implementation, model production, delivery of model results, change management, documentation and governance.