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Position for a Quantitative Associate Program. Completion of all requirements, including thesis defense, for a PhD in a quantitative subject such as Statistics, Math, Physics, Engineering, Computer Science, Economics, or other quantitative field by the start of the program in the summer of 2015. Apply for the individual job tracks online at www.wellsfargo.com/careers by referencing the Job Opening ID listed.
The Quantitative Associate program is designed to provide qualified
candidates with the opportunity to gain comprehensive professional and
industry experience that prepares them to develop, implement, calibrate or
validate various analytical models.
The 12 month rotational program consists of three distinct track selections:
Our Capital Markets track (Job Opening ID 5036740), sponsored by
Corporate Risk and Wells Fargo Securities, gives Associates the opportunity
to develop and validate mathematical models for pricing and hedging
complex financial instruments. They will also educate the trading desk on
the strengths and weaknesses of models and provide model analysis.
Our Credit Risk track (Job Opening ID 5042394), sponsored by Corporate
Risk, Business Direct, Consumer Lending and Wealth, Brokerage &
Retirement, gives Associates the opportunity to work with various lines of
business to develop, maintain and validate statistical models for loss
forecasting, credit risk scorecard, risk segmentation, capital management,
and stress testing for a variety of lending products.
Our Corporate Risk track (Job Opening ID 5042385), sponsored by the
Financial Crimes Risk Management, Operational Risk Management and
Regulatory Risk Compliance Management areas of Corporate Risk, gives
Associates the opportunity to develop, maintain and validate statistical
models for the detection and prediction of suspicious activity, developing
and maintaining statistical models used in estimating bank-wide
operational risk regulatory capital levels and provide high-quality analytics
to help our consumer lending businesses identify, quantify, and mitigate