Senior Quantitative Analytics Specialist
Wells Fargo (company site, opens in a new tab)4+ yrsHyderabadOn-siteDirect career pageEst. 18–30 LPA
Posted 17h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead validation of NLP, Generative AI, and agentic models within Model Risk Management covering model lifecycle from identification to retirement.
- Deliver detailed, high-quality technical reports assessing model purpose, methodology, data integrity, performance, and compliance with governance and regulatory policies.
- Develop, prototype, and deploy internal validation tools in collaboration with Technology partners; provide best practice guidance and contribute to automation and efficiency improvements.
Minimum Requirements
- Bachelor's degree in a quantitative discipline (e.g., mathematics, statistics, engineering, physics, economics, computer science).
- 4+ years of Quantitative Analytics experience or equivalent via work, training, military, or education.
- Experience with model risk management lifecycle including risk ranking, validation, change management, and performance monitoring.
- In-office work required 4 days a week with shift timing 1:40 PM to 10:30 PM.
Ideal Candidate Profile
- Strong background in NLP, Generative AI, agentic models, with hands-on experience or exposure to model risk management in financial services.
- Proficient in technical skills including advanced SQL, data modeling, machine learning frameworks, and recent GenAI/agentic pipelines (e.g., LangChain, LangGraph, Google ADK).
- Ability to produce precise, compliant validation reports understandable to auditors and regulators; proven ability to collaborate effectively across technical and business teams.