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Tier-1 bank and Hyderabad location but niche quant/derivatives specialization reduces general applicant pool.
Specialized derivative pricing, model risk, and regulatory experience limit cross-industry transferability.
Explicit 7+ quant years, 3+ management years, and domain-specific expertise create strict hiring filters.
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Lead and manage the Wells Fargo India and Philippines Derivative Pricing Model Risk Management Team overseeing derivative pricing models covering multiple asset classes.
Own the full model risk management lifecycle: identification, risk assessment, validation, monitoring, governance, issue management, and compliance with regulatory requirements.
Drive team development, resource management, and process improvements including automation and AI integration to enhance model risk management efficiency and consistency.
7+ years of quantitative analytical experience.
3+ years of management or leadership experience.
Master's degree or higher in a quantitative discipline (mathematics, statistics, engineering, physics, economics, computer science).
Strong Python programming skills and experience with quantitative software development practices.
Experienced leader of quantitative teams managing complex derivative pricing model risk management across multiple asset classes.
Familiar with onshore-offshore operating models, skilled in cross-regional collaboration and resource/stakeholder management.
Strong technical background in quantitative modeling with demonstrated ability in process automation, AI implementation, and compliance with model risk policies.