Lead Quantitative Analytics Specialist
Wells Fargo (company site, opens in a new tab)5+ yrsBengaluruOn-siteDirect career pageEst. 30–45 LPA
Posted 15h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead and execute moderately complex quantitative modeling initiatives including model development, testing, validation, and documentation.
- Apply advanced statistical and quantitative methods to assess credit and operational risk, monitor markets, and evaluate financial instruments within the Chief Operating Office's risk framework.
- Collaborate with internal stakeholders, auditors, and regulatory teams to review models from multiple perspectives, present findings, and recommend enhancements.
Minimum Requirements
- Bachelor's degree or higher in quantitative discipline (e.g., mathematics, statistics, engineering, physics, economics, computer science).
- 5+ years of quantitative analytics experience or equivalent demonstrated through work experience, training, or education.
- Strong proficiency in Python-based data science and software engineering; experience with data integration, databases (Oracle, Teradata, SQL Server), and analytics tools (Tableau, Power BI, SAS, R).
- Experience with machine learning, deep learning, prompt engineering for LLMs, Gen AI solutions, model evaluation, MLOps/LLMOps, and responsible AI practices.
Ideal Candidate Profile
- Experienced quantitative analyst capable of independently leading model lifecycle from development through validation in a regulated financial environment.
- Practitioner skilled in advanced machine learning, natural language processing, and Gen AI with hands-on technical expertise including prompt engineering and model deployment.
- Demonstrates ability to translate complex analytical findings into actionable business insights and consult effectively with diverse partners within banking domains such as credit, mortgage, or wealth management.