Lead Quantitative Analytics Specialist
Wells Fargo (company site, opens in a new tab)5+ yrsBengaluruOn-siteDirect career pageEst. 30–50 LPA
Posted 15h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead complex credit risk modeling initiatives for retail and commercial portfolios including model creation, implementation, documentation, validation, and defense.
- Develop and enhance regulatory credit risk models (CCAR, CECL, IFRS), RRP Valuation, and PPNR models for commercial portfolios using SAS and Python.
- Collaborate with auditors, regulators, and technical teams to ensure compliance with audit and validation governance and address model validation and regulatory feedback.
Minimum Requirements
- 5+ years of quantitative analytics experience in credit risk modeling or equivalent through education/training.
- Master's degree or higher in quantitative discipline (mathematics, statistics, engineering, physics, economics, computer science).
- 2+ years hands-on experience with Python, SQL, PySpark, GCP, parallel processing; familiarity with Git, GitHub, and UNIX commands.
- Shift timing: 1:30 PM to 10:30 PM; in-office expectations 4 days/week.
Ideal Candidate Profile
- Experienced in predictive modeling and understanding of model development and testing in banking credit risk, especially commercial portfolio.
- Skilled in working within regulatory and audit frameworks, managing model governance and validation processes.
- Proficient in statistical analysis and programming with strong problem-solving skills in a dynamic, high-demand environment.