Senior Quantitative Analytics Specialist
Wells Fargo (company site, opens in a new tab)4+ yrsHyderabadOn-siteDirect career pageEst. 20–35 LPA
Posted 16h ago
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Job description
Structured overview of role & requirements
About This Role
- Manage model risk lifecycle including identification, validation, change management, and performance monitoring for NLP/GenAI models within Model Risk Management.
- Produce detailed, compliant, and high-quality validation reports covering business context, methodology, data integrity, model development, performance, and monitoring.
- Develop, prototype, and deploy internal validation tools in collaboration with technology teams; lead or contribute to model risk management best practices and automation efforts.
Minimum Requirements
- 4+ years of quantitative analytics experience or equivalent through work, training, military, or education.
- Bachelor's degree or higher in quantitative disciplines like mathematics, statistics, engineering, physics, economics, or computer science.
- Work primarily in-office 4 days per week; shift timings 1:40 PM to 10:30 PM.
- Experience or exposure to NLP, GenAI, and Agentic models with knowledge of model risk management policies preferred but not mandatory.
Ideal Candidate Profile
- Strong statistical and quantitative modeling background with hands-on experience in NLP, GenAI, or Agentic models in regulated environments, preferably financial domain.
- Skilled in developing and evaluating validation tools and automation for model risk management and comfortable collaborating with technology partners.
- Proficient at communicating complex technical assessments clearly in reports for diverse audiences including regulators and auditors.