Senior Lead Quantitative Analytics Specialist - Market Risk Capital Model Architecture (GenAI/Python)

About this role: Wells Fargo is seeking a Wells Fargo is seeking a Senior Quantitative Analytics Specialist (Executive Director) to fill an individual contributor role within the (MCRA) Market and Counterparty Risk Analytics Model Architecture team. This team acts as a subject matter expert to model owners for ensuring market risk policy compliance and advises on industry best practices, modeling methodologies, choices, and assumptions. In this role, you will: • Ensure Capital Model Regulatory Compliance • Support and lead Assessment and Design of Modeling Requirements • Assess key model risks and associated modeling impacts • Use AI to build analytical tools for model owner support and risk analysis • Support and lead model calibration operations Required Qualifications: • 7+ 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