Lead Quantitative Analytics Specialist
Wells Fargo (company site, opens in a new tab)5+ yrsBengaluruOn-siteDirect career pageEst. 25–45 LPA
Posted 15h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead complex credit risk modeling initiatives covering retail and commercial portfolios, including model creation, implementation, validation, and defense.
- Forecast losses and compute capital requirements using advanced statistical theory and quantitative methods to support business insights and regulatory compliance.
- Collaborate with regulators, auditors, and technical teams to ensure models meet audit and regulatory standards and address feedback effectively.
Minimum Requirements
- Master's degree or higher in a quantitative discipline (mathematics, statistics, engineering, physics, economics, or computer science).
- 5+ years of quantitative analytics experience including predictive modeling and regulatory credit risk model development (CCAR, CECL, IFRS) for commercial portfolios.
- 2+ years hands-on programming experience in Python and SQL; experience with PySpark, GCP, parallel processing, Git, GitHub, and UNIX commands.
- Work Experience Required: 5+ years in quantitative analytics and credit risk modeling.
Ideal Candidate Profile
- Strong expertise in credit risk analytics for commercial banking with regulatory model development experience.
- Capable of managing multiple high-priority projects within a complex, dynamic, and compliance-driven environment.
- Experienced in collaborating with regulators and auditors with excellent communication skills and attention to audit and validation governance.