Wednesday, 20 May 2020

Business Analytics Cons 3- Hyderabad/ Secunderabad ,Chennai ,Bengaluru/ Bangalore-WELLS FARGO INDIA-5-8


Job Description

Business Analytics Cons 3 Go to My Saved Jobs

Job ID 49513BR About Wells Fargo
Wells Fargo & Company (NYSE: WFC) is a leading global financial services company with $2.0 trillion in assets and offices in over 37 countries. Founded in 1852 and headquartered in San Francisco, Wells Fargo provides asset management, capital raising and advisory, financing, foreign exchange, payments, risk management, and trade finance services to support customers who conduct business in the global economy. At Wells Fargo, we want to satisfy our customers financial needs and help them succeed financially. We also value the viewpoints of our team members and encourage them to be their best. Join our diverse and inclusive team where you will feel valued and inspired to contribute your unique skills and experience. We are looking for talented people who will put our customers at the center of everything we do. Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you. Learn more at our International Careers website.

Market Job Description
About Wells Fargo India
Wells Fargo India enables global talent capabilities for Wells Fargo Bank NA., by supporting business lines and staff functions across Technology, Operations, Risk, Audit, Process Excellence, Automation and Product, Analytics and Modeling. We are operating in Hyderabad, Bengaluru and Chennai locations.

Department

Overview :
Corporate Model Risk: Wells Fargos Corporate Model Risk is responsible for independently overseeing the management of model risk exposures across the enterprise (including governing, monitoring, and reporting on aggregate model risk exposures, model validations, and model oversight across enterprise). This oversight extends to all phases of a models life cycle, including identification, development, validation, implementation, finding resolution, usage, performance monitoring, documentation, and retirement.

The Qualitative Model Validation group is responsible for validating and approving all qualitative models used across Wells Fargo. The teams responsibilities include performing model validations, annual reviews, performance monitoring, and issue management

About the Role:
The role is responsible for the quality, and completion of model validation to support business activities in the area of financial crimes, which include fraud forecasting

Responsibilities:

Ensure credible challenge of models through independent validation process by evaluating all relevant components of models, identifying areas of weakness, working with key stakeholders like model owners to ensure risk commensurate remediation and timely delivery

Establish reporting and escalation protocols of review results and follow up on identified issues/observations.

Understand model risk supervisory guidance, Model Risk Management Policy, and current industry best-practices

Continually work to improve consistency and quality of independent model validation

Ensure all models within scope are independently validated per expected standards and schedule

Build and maintain effective working relationships with LOB Model Governance, Model Owners, Model Program team members, and CFMOs across Wells Fargo.

Market Skills and Certifications

Essential Qualifications:

University degree in statistics, math, engineering, physics, accounting, finance, economics, econometrics, computer sciences, or business/social and behavioral sciences with a quantitative emphasis preferred.

Experience of more than 5 years in finance in one or a combination of Bank Secrecy Act, Anti-Money Laundering, Fraud, or monitoring of financial transactions/accounts for policy violations.

High degree of knowledge of government and regulatory requirements regarding BSA/AML, CDD and EDD.

In-depth understanding of financial crimes risks across products, services, customers, and geographies.

Knowledge of financial crimes monitoring processes and methodologies used to detect high-risk customers.

Very familiar with types of fraud and variety of methodologies used to forecast operational risk losses.

Proficiency managing databases, spreadsheets, and programming (understanding code and coding).

Desired Qualifications:

Strong analytical skills with high attention to detail and accuracy

Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment

Experience with SQL, SAS and R highly desired

Excellent communication skills and experience in building and maintaining partnerships, collaborating across lines of business as well as with corporate partners

Experience in producing work of highest quality within tight timelines, as well as creating, maintaining, and supporting processes subject to intense regulatory scrutiny.

We Value Diversity
At Wells Fargo, we believe in diversity and inclusion in the workplace; accordingly, we welcome applications for employment from all qualified candidates, regardless of race, color, gender, national or ethnic origin, age, disability, religion, sexual orientation, gender identity or any other status protected by applicable law. We comply with all applicable laws in every jurisdiction in which we operate.





Source link

No comments:

Post a Comment

Bihar Polytechnic Lecturer Recruitment Online Form 2020 How to apply Online Form for Teaching Jobs

Name Of The Sarkari Job : Bihar Polytechnic Lecturer Recruitment Online Form 2020 Sarkari Latest Job  Informtion: Bihar Public Service ...