This role pays more than
68%
of similar roles. Most pay
$138,040–$202,000
— the shaded band above.
At the midpoint, this role pays about
$189k
versus about
$170k
for comparable roles.
Based on 240 similar postings.
Employer
About Wells Fargo
Wells Fargo & Company is one of the largest banks in the United States, providing banking, investment, mortgage, and consumer and commercial finance products and services nationwide. Industry: Banking & Financial Services
Wells Fargo currently has
40 open roles
on FindRole.
Listed pay typically runs
$159,000–$279,000
across 21 roles with salary data.
Senior Quantitative Analytics Specialist, Credit Risk Modeling & Data Analytics serves as a key member of the team responsible for developing, implementing, and enhancing credit risk models used for risk measurement, portfolio management, forecasting, and strategic decision-making. The role involves managing large, complex datasets to identify risk trends and portfolio behavior through advanced statistical, econometric, and machine learning methodologies. Day-to-day responsibilities include performing feature engineering, model estimation, performance testing, and ensuring compliance with model governance standards while communicating technical findings to regulators and stakeholders. Candidates must possess proficiency in Python, SQL, SAS, R, and Spark to execute data analysis and modeling. The work focuses on solving critical credit risk challenges, including Probability of Default, Loss Given Default, Exposure at Default, CECL, and stress testing within a rigorous regulatory framework to improve model performance and reporting efficiency.