Lead Quantitate Modelling Specialist
Wells Fargo (company site, opens in a new tab)5+ yrsBengaluruOn-siteDirect career pageEst. 25–40 LPA
Posted 17h ago
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Job description
Structured overview of role & requirements
About This Role
- Lead development, validation, documentation, and defense of complex credit and operational risk models including ACL, CECL, IFRS9, Basel, and CCAR for commercial portfolios.
- Oversee model monitoring, production analytics, and creation of dynamic dashboards to analyze key risk parameters and model performance.
- Drive large-scale quantitative analytics projects and collaborate with regulators and auditors on model reviews and strategy presentations.
Minimum Requirements
- 5+ years of experience in quantitative analytics or equivalently demonstrated through education or training.
- Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, econometrics, finance, or computer science.
- 5+ years experience specifically in credit risk modeling and analytics.
- Advanced programming skills in Python, Tableau, and Power BI are mandatory.
Ideal Candidate Profile
- Experienced leader in credit risk modeling with ability to strategize both short- and long-term analytical objectives across commercial portfolios.
- Capable of managing multiple complex projects under pressure in a dynamic environment with strong problem-solving and project management skills.
- Proficient in stakeholder engagement including collaboration with regulators, auditors, and cross-functional teams to ensure compliance and effective model governance.