1,706 Model Development jobs in India
Regulatory Model Development- AVP
Posted 3 days ago
Job Viewed
Job Description
**_Objectives:_**
Positions within USPB Risk Management of Citi for CCAR/DFAST stress loss model development for the US/International portfolios.
**_Core Responsibilities:_**
This position within Global Consumer Banking will develop CCAR/DFAST stress loss models for unsecured portfolios (e.g., Credit Card, Personal Loan etc.). The responsibility includes but not limited to the following activities:
+ Obtain and conduct QA/QC on all data required for stress loss model development
+ Develop segment and/or account level stress loss models
+ Perform all required tests (e.g. sensitivity and back-testing)
+ Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed.
+ Deliver comprehensive model documentation
+ Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team
+ Prepare responses/presentations for regulatory agencies on all regulatory models built
**_Education:_**
Advanced Degree (Bachelors required, Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.
**_Skillset_**
+ Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, decision tree, linear/nonlinear optimization etc) skill.
+ 8+ years analytic experience
+ Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
+ Experience in end-to-end modeling process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation)
+ At least 4 years' experience in credit scorecard or loss forecasting model (Basel, CCAR etc) development.
+ Experience in working for developed markets (US/international)
+ Manage projects independently.
+ Ability to manage work in cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team
+ Effectively communicate model results to both technical and non-technical senior audience.
+ Present model results with over-sight for approvals
+ Good understanding of regulatory requirements
+ Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
+ Mentor/Manage 1- 3 junior modelers
---
**Job Family Group:**
Risk Management
---
**Job Family:**
Risk Analytics, Modeling, and Validation
---
**Time Type:**
Full time
---
**Most Relevant Skills**
Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.
---
**Other Relevant Skills**
For complementary skills, please see above and/or contact the recruiter.
---
_Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._
_If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review_ _Accessibility at Citi ( _._
_View Citi's_ _EEO Policy Statement ( _and the_ _Know Your Rights ( _poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
Model Development - AML, Actimize
Posted today
Job Viewed
Job Description
About Northern Trust:
Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.
Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world’s most sophisticated clients using leading technology and exceptional service.
Job Summary:
Team: Model Development
Associate Consultant/Consultant, is a key member of the Risk Analytics and Data Service Team and Responsible for acting as an individual contributor in the development and maintenance of AML (Anti-Money Laundering) models. The ideal candidate will act as an owner of the AML transaction monitoring framework and will use data-driven approaches to optimize model performance.
Job title: Associate Consultant/Consultant
Location: Bangalore/Pune
Experience: 4-8 years of relevant experience
Major Duties
• Responsible to manage, monitor, and optimize Actimize SAM models, including tuning thresholds, scenarios, and segmentation logic;
• Perform quantitative analysis, statistical modelling, and machine learning techniques to identify suspicious activity and reduce false positives.
• Collaborate with model validation and governance teams to ensure compliance with regulatory requirements
• Work with IT and data teams to ensure the integrity and availability of data pipelines supporting Actimize SAM and related AML systems.
• Support internal and external audits, regulatory reviews, and model validation documentation.
• Responsible for interaction with different committees and/or senior management.
Qualification:
• Master in Statistics/ Economics/Mathematics/advanced degree in quant area
• Or B.tech / M.tech from tier 1 college with MBA in related field
Skills Required
• Strong understanding Data Science and machine learning models.
• 3+ years of experience in banking and AML/Financial Crime Compliance, with direct experience with Actimize SAM.
• Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques – experience in model validation a plus
• Experience in R, Python, SAS.
• Strong organizational and interpersonal skills
• Excellent verbal and written communication skills (English)
• Experience of working in a multi-cultural and global environment
Working with Us:
As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas.
Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve! Join a workplace with a greater purpose.
We’d love to learn more about how your interests and experience could be a fit with one of the world’s most admired and sustainable companies! Build your career with us and apply today. #MadeForGreater
Reasonable accommodation
Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at .
We hope you’re excited about the role and the opportunity to work with us. We value an inclusive workplace and understand flexibility means different things to different people.
Apply today and talk to us about your flexible working requirements and together we can achieve greater.
About Our Bangalore Office
The Northern Trust Bangalore office, established in 2005, is home to over 5,600 employees. In this stunning office, space, we offer fantastic amenities which include our Arrival Hub – Jungle, the GameZone, and the Employee Experience Zone that appeal to both clients and employees.
Model Development - AML, Actimize
Posted today
Job Viewed
Job Description
About Northern Trust:
Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.
Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world’s most sophisticated clients using leading technology and exceptional service.
Job Summary:
Team: Model Development
Associate Consultant/Consultant, is a key member of the Risk Analytics and Data Service Team and Responsible for acting as an individual contributor in the development and maintenance of AML (Anti-Money Laundering) models. The ideal candidate will act as an owner of the AML transaction monitoring framework and will use data-driven approaches to optimize model performance.
Job title: Associate Consultant/Consultant
Location: Bangalore/Pune
Experience: 4-8 years of relevant experience
Major Duties
• Responsible to manage, monitor, and optimize Actimize SAM models, including tuning thresholds, scenarios, and segmentation logic;
• Perform quantitative analysis, statistical modelling, and machine learning techniques to identify suspicious activity and reduce false positives.
• Collaborate with model validation and governance teams to ensure compliance with regulatory requirements
• Work with IT and data teams to ensure the integrity and availability of data pipelines supporting Actimize SAM and related AML systems.
• Support internal and external audits, regulatory reviews, and model validation documentation.
• Responsible for interaction with different committees and/or senior management.
Qualification:
• Master in Statistics/ Economics/Mathematics/advanced degree in quant area
• Or B.tech / M.tech from tier 1 college with MBA in related field
Skills Required
• Strong understanding Data Science and machine learning models.
• 3+ years of experience in banking and AML/Financial Crime Compliance, with direct experience with Actimize SAM.
• Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques – experience in model validation a plus
• Experience in R, Python, SAS.
• Strong organizational and interpersonal skills
• Excellent verbal and written communication skills (English)
• Experience of working in a multi-cultural and global environment
Working with Us:
As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas.
Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve! Join a workplace with a greater purpose.
We’d love to learn more about how your interests and experience could be a fit with one of the world’s most admired and sustainable companies! Build your career with us and apply today. #MadeForGreater
Reasonable accommodation
Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at .
We hope you’re excited about the role and the opportunity to work with us. We value an inclusive workplace and understand flexibility means different things to different people.
Apply today and talk to us about your flexible working requirements and together we can achieve greater.
About Our Bangalore Office
The Northern Trust Bangalore office, established in 2005, is home to over 5,600 employees. In this stunning office, space, we offer fantastic amenities which include our Arrival Hub – Jungle, the GameZone, and the Employee Experience Zone that appeal to both clients and employees.
Regulatory Model Development- AVP
Posted today
Job Viewed
Job Description
Positions within USPB Risk Management of Citi for CCAR/DFAST stress loss model development for the US/International portfolios.
This position within Global Consumer Banking will develop CCAR/DFAST stress loss models for unsecured portfolios (, Credit Card, Personal Loan etc.). The responsibility includes but not limited to the following activities:
Advanced Degree (Bachelors required, Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.
---
Job Family Group:
Risk Management---
Job Family:
Risk Analytics, Modeling, and Validation---
Time Type:
Full time---
Most Relevant Skills
Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.---
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.---
Regulatory Model Development- AVP
Posted today
Job Viewed
Job Description
Positions within USPB Risk Management of Citi for CCAR/DFAST stress loss model development for the US/International portfolios.
This position within Global Consumer Banking will develop CCAR/DFAST stress loss models for unsecured portfolios (, Credit Card, Personal Loan etc.). The responsibility includes but not limited to the following activities:
Advanced Degree (Bachelors required, Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.
---
Job Family Group:
Risk Management---
Job Family:
Risk Analytics, Modeling, and Validation---
Time Type:
Full time---
Most Relevant Skills
Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.---
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.---
Director, CIB Model Development
Posted today
Job Viewed
Job Description
KEY RESPONSIBILITIES
- Develop portfolio risk measurement methodologies, including quantifying credit and market risk exposures and economic capital.
- Partner with Traders to develop statistical arbitrage strategies.
- Use value at risk techniques to measure the risk of loss on a portfolio of assets.
- Develop mathematical models for pricing, hedging and securities risk measurement.
- Build, test, implement, enhance and maintain, sophisticated quant mathematical models for pricing, risk management, market and asset class analysis.
- Research alternative models and numeral techniques, including models published in industry or academic publications.
- Support the design and delivery of CORTEX, including platform adoption, application development, ePricing, the multi-curve framework.
SKILLS AND EXPERIENCE
- Financial forecasting, modelling and analysis.
- Risk management, financial risk, and credit risk and operational risk.
- Balance sheet management.
- Experienced in using and adapting to client behaviors and preferences.
- Financial Services regulatory experience.
- Data analysis and visualisation.
- Industry knowledge.
- Sustainable finance.
Skills Required
Industry, Financial Forecasting, visualisation , Regulatory
Regulatory Model Development Analyst II
Posted 3 days ago
Job Viewed
Job Description
**Description:**
+ This position within Personal Banking and Wealth Management will develop CCAR/CECL/Climate risk models for secured and unsecured portfolios (e.g., credit cards, installment loans, mortgage etc.)
**The responsibility includes but not limited to the following activities:**
+ Obtain and conduct QA/QC on all data required for CCAR/CECL/Climate risk model development
+ Develop segment and/or account level CCAR/CECL/Climate risk stress loss models
+ Perform all required tests (e.g. sensitivity and back-testing)
+ Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed
+ Deliver comprehensive model documentation
+ Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team
+ Prepare responses/presentations to regulatory agencies on all CCAR/CECL/Climate risk models built
**Qualifications:**
+ Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
+ 2+ years' experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
+ Experience with dynamics of unsecured or secured products a strong plus
+ Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, and model production implementation)
+ Exposure to various stress loss modeling approaches at the segment or account level preferred
+ Able to communicate technical information verbally and in writing to both technical and non-technical audiences
+ Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint
+ Work as an individual contributor
---
**Job Family Group:**
Risk Management
---
**Job Family:**
Risk Analytics, Modeling, and Validation
---
**Time Type:**
Full time
---
**Most Relevant Skills**
Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.
---
**Other Relevant Skills**
For complementary skills, please see above and/or contact the recruiter.
---
_Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._
_If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review_ _Accessibility at Citi ( _._
_View Citi's_ _EEO Policy Statement ( _and the_ _Know Your Rights ( _poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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Market/Counterparty Risk Model Development
Posted today
Job Viewed
Job Description
About Northern Trust:
Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.
Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world’s most sophisticated clients using leading technology and exceptional service.
Market/Counterparty Risk Model Development
Market/Counterparty Risk modelling team , is a key member of the Risk Modelling Team Responsible for acting as an individual contributor in the development and maintenance of high quality risk analytics for Market Risk modelling and Counterparty Credit Risk Modelling. Resolves complex issues in Risk system, enhancement in quantitative methodologies or other aspects of risk measurement.
Job title: Analyst/Senior Analyst
Location: Bangalore
Experience: 0-4 years of relevant experience
Major Duties
• Responsible for Capital Market model development for bank’s trading derivative products (FX and Interest Rate Derivative), and securities lending portfolio including equities. Fixed income and securitized issues. Ensures regular production of analytical work. Developmentof daily trading limit models , Initial Margin models for uncleared trades and Basel regulatory exposure calculation tools (EAD). Collaborates with front office business partners,
regulators, Audit Services, and other independent reviewers.
• Evaluates existing framework in relation to corporate objectives and industry leading practices. Assesses development needs and manages process to achieve desired future state.
• Supports stress testing, capital quantification and/or internal capital allocation methodologies. Ensures that modelling approaches meet both internal corporate needs and regulatory requirements related to prevailing regulatory guidance.
• Provides technical/theoretical inputs to resolve risk issues and enhance overall risk framework. Works with other risk or business unit teams to ensure that risk management policies/processes and quantitative modelling approaches are consistent.
• Provides communication and training efforts to promote understanding of risk measurement throughout the company
• Operates independently; has knowledge of banking balance sheets and income statements.
• Conducts analysis, independently ensuring accuracy and completeness.
• Responsible for interaction with different committees and/or senior management.
• Strategic in developing, implementing and administering programs within Risk Management for specific product(s).
Qualification
• Master in Statistics/ Economics/Mathematics/advanced degree in quant area
• Or B.tech. From tier 1 college with MBA in related field
Skills Required
• 0-2 years of hands on market/counterparty quantitative risk related experience
• Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques including familiarity with statistical concepts used in stress testing Strong in quantitative skills – experience in model validation a plus
• Experience in Python, SAS, advanced Excel techniques and VBA programming. Python is preferred
• Experience in building stochastic process pricing models, and Monte Carlo Simulation models.
• Strong regulatory understanding for banking capital review rule, market risk rules, and model risk compliance, such as BASEL, CCAR, SR11/7 etc.
• Strong organizational and interpersonal skills
• Excellent verbal and written communication skills (English)
•Experience of working in a multi-cultural and global environment
• Related Industry qualification (e.g., CFA, FRM) a plus
Working with Us:
As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas.
Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve! Join a workplace with a greater purpose.
We’d love to learn more about how your interests and experience could be a fit with one of the world’s most admired and sustainable companies! Build your career with us and apply today. #MadeForGreater
Reasonable accommodation
Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at .
We hope you’re excited about the role and the opportunity to work with us. We value an inclusive workplace and understand flexibility means different things to different people.
Apply today and talk to us about your flexible working requirements and together we can achieve greater.
Senior Quant Model Development Specialist
Posted today
Job Viewed
Job Description
Wells Fargo is seeking a Senior Securities Quantitative Analytics Specialist who is responsible for performing complex activities related to the design, development, validation, implementation, documentation, and on-going maintenance of securities quantitative models for Pricing/Risk that offer insights and recommendations on portfolio performance for the front office team. Utilizes advanced mathematical skills and programming to create and validate analysis.
Department Overview
Corporate & Investment Banking (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. The Markets vertical is an integral part of CIB. The Model Development and Maintenance (MDM) team is an extension of the US Front Office team, and works with the global quants team to develop and monitor models. The team works in various asset classes like Interest Rate, Credit, Equity, Commodity, FX and XVA on models that are used for pricing, risk management and stress testing
In this role, you will:
- Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics
- Contribute to large-scale departmental planning
- Combine mathematical programming and market expertise to build and generate systematic strategies
- Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors
- Use quantitative and technological techniques to solve complex business problems
- Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
- Resolve moderately complex issues independently
- Lead team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements
- Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals
- Lead projects, teams, or serve as a mentor for less experienced staff
- Play an integral role to the trading floor
- 4+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- Partner with the trading desk in daily tasks such as model calibration and pricing/risk management issues and strategies
- Work in our quant library, contributing to our modeling efforts, and providing expertise on implementation issues
- Produce high quality model documents that satisfy model validation and regulatory requests
- Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.
- Participate in model development and deployment
- Testing and testing documentation
- Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT
- Checking the consistency and accuracy of quantitative models
- Testing tools and testing (partial) automation
- Developing testing scripts and automation scripts, e.g., for the Quant testing framework
- Participation in issue resolution
- Debugging case preparation (to produce isolated cases to demonstrate the issues) for the US Quants or the traders
- Debug and conclude data issues/model input issues
- Produce high quality model documentation
- Participating in the creation, execution and development of Front Office test plans
- Participation in the creation, execution and development of model monitoring plans
- Writing code (in Python, C++ etc.) and refactoring code
- Actively participating and contributing in team discussions on project specific areas/assignments
- Maintaining proper documentation of all processes and keeping the code up to date
- Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts as requested by stakeholders
- Play an integral role to the trading floor
- A Master's or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc with exposure to stochastic calculus.
- 4+ years of experience in Securities Quantitative Analytics model development in any one asset class (FX,Rates,Equity,Commodity,CVA,Credit ) , or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
- Good verbal, written, presentation and interpersonal communication skills
- Hands-on experience in programming in, e.g., Python or C++
- Knowledge or experience in derivatives Quant models for, e.g., interest rate derivatives or commodities derivatives or equity or FX or Credit derivatives or XVA
- Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines
- Good writing skills for technical/mathematical documents, e.g., LaTeX and other word processing programs
24 Aug 2025
*Job posting may come down early due to volume of applicants.
We Value Equal Opportunity
Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.
Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements.
Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.
Applicants with Disabilities
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .
Drug and Alcohol Policy
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.
Wells Fargo Recruitment and Hiring Requirements:
a. Third-Party recordings are prohibited unless authorized by Wells Fargo.
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.
Credit Risk Model Development Intmd Analyst
Posted 3 days ago
Job Viewed
Job Description
In this role, you will
+ Build Account Management Risk Models using traditional and Machine Learning techniques.
+ Develop these models in compliance with the Risk modeling policies and procedures.
+ Leverage a variety of technologies such as SAS, R, Python, H2O, Spark, and more to extract the value out of the data.
+ Deliver on all phases of development, from design through training, testing, validation, and implementation.
+ Work with Technology, Risk policy and Governance teams to deliver decision risk models in the market
+ Practice your presentation and articulation skills to translate the complexity of your work to all types of audience.
We will be thrilled to have someone who is
+ Curious -challenges status quo, questions what they see and looks for answers when something is not intuitive
+ Has attention to details - knows when something does not add up and is not right. Has attention to details
+ Has ability to communicate results to diverse audiences
**Qualifications**
+ 4+ years' experience in Risk Modeling or PhD degree in statistics, economics, or equivalent experience.
+ Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or risk models
+ Excellent quantitative and analytic skills; ability to derive patterns, trends, and insights
+ Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, Python, Spark) Proficient with MS Office suite
+ Consistently demonstrates clear and concise written and verbal communication skills
+ Self-motivated and detail oriented
+ Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances
**Education:**
+ Bachelor's/University degree in statistics, mathematics, economics, or equivalent experience. Master's/PhD degree is a plus
---
**Job Family Group:**
Risk Management
---
**Job Family:**
Risk Analytics, Modeling, and Validation
---
**Time Type:**
Full time
---
**Most Relevant Skills**
Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.
---
**Other Relevant Skills**
For complementary skills, please see above and/or contact the recruiter.
---
_Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._
_If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review_ _Accessibility at Citi ( _._
_View Citi's_ _EEO Policy Statement ( _and the_ _Know Your Rights ( _poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.