Senior Quantitative Analytics Specialist
Wells Fargo (company site, opens in a new tab)4+ yrsHyderabadOn-siteDirect career pageEst. 18–35 LPA
Posted 17h ago
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Job description
Structured overview of role & requirements
About This Role
- Develop, implement, and document advanced quantitative models to forecast losses and compute capital requirements for market, credit, and operational risks.
- Manage model risk throughout the model lifecycle, including identification, validation, change management, and performance monitoring.
- Collaborate with regulators, auditors, and stakeholders to provide expert insights and ensure compliance with model risk management policies.
Minimum Requirements
- 4+ years of quantitative analytics experience or equivalent through work, training, military experience, or education.
- Master's degree or higher in quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science.
- Experience with model risk management in financial domain preferred but not strictly mandatory.
- Work location and notice period: Not explicitly mentioned in the JD.
Ideal Candidate Profile
- Strong expertise in quantitative modeling, statistical theory, and risk management in financial sectors.
- Hands-on experience with Data Science & AI/ML technologies including NLP, Generative AI, and agentic model frameworks.
- Ability to develop and deploy validation tools and operate at the intersection of quantitative analytics and software engineering.