Lead Quantitative Analytics Specialist
Wells Fargo (company site, opens in a new tab)5+ yrsHyderabadOn-siteDirect career pageEst. 22–40 LPA
Posted 17h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead validation and risk assessment of AI/ML fraud risk models within Model Risk Management Group.
- Perform complex statistical and machine learning analysis to quantify and manage fraud risks and provide technical reports.
- Collaborate with regulators, auditors, and stakeholders to influence model risk strategies and support fraud prevention efforts.
Minimum Requirements
- Minimum 5+ years of Quantitative Analytics experience or equivalent demonstrated by education, training, or military experience.
- Master's degree or higher in quantitative fields such as mathematics, statistics, engineering, physics, economics, or computer science.
- Experience working on fraud risk models and familiarity with model validation processes.
- Notice period: Not explicitly mentioned in the JD.
Ideal Candidate Profile
- Experience with machine learning model development or validation, specifically in fraud detection and prevention.
- Familiarity with regulatory frameworks relevant to model risk management.
- Capability to utilize and enhance generative AI tools or large language models for operational efficiency.