Senior Quantitative Analytics Specialist

Overview

Senior Quantitative Analytics Specialist role at Wells Fargo focused on quantitative modeling, forecasting losses, and computing capital requirements across market, credit, and operational risk.

What you'll do

• Perform highly complex activities related to creation, implementation, and documentation of models.
• Use highly complex statistical theory to quantify, analyze and manage markets.
• Forecast losses and compute capital requirements, providing insights regarding a wide array of business initiatives.
• Utilize structured securities and provide expertise on the theory and mathematics behind the data.
• Manage market, credit, and operational risks to forecast losses and compute capital requirements.
• Participate in discussions related to analytical strategies, modeling and forecasting methods.
• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives.
• Collaborate and consult with regulators, auditors and technically oriented individuals.
• Enhance the Deposit modeling framework, ensuring consistency in modeling methodologies, Annual/Semi-Annual validations and audit tracking to control model risk.
• Contribute to the bank's balance sheet and income statement modeling methodologies in support of asset & liability management (ALM), FP&A and capital planning by capturing interest rate risk in the banking book (IRRBB) by EVE.
• Steer stakeholder conversations of user review and model challenge sessions with Business, Finance, Treasury and Model Risk Management for signoffs on Champion & Challenger models.
• Conduct econometric and statistical analysis of time series and panel data sets.
• Communicate design and results of complex models to senior management, bank supervisors, Model Governance, Internal Audit and LOB end users.
• Coordinate with business partners, including forecasting teams and end users, to ensure accurate model usage and implementation.
• Adhere to model validation governance to ensure models follow policy and work as intended, and address model validation and regulatory feedback issues.
• Solve model development and model analytics/forecasting challenges in Python with quick turnarounds.
• Perform various complex activities related to deposit balance sheet modeling.
• Provide analytical support for development, remediation, monitoring, and production of Deposit & PPNR models.
• Support development, implementation, execution and monitoring of regulatory models such as Basel, CECL, and CCAR models.
• Develop dynamic dashboards and analyze key risk parameters to understand changes in business and model performance.
• Identify opportunities and deliver process improvements, standardization, rationalization and automations.
• Enhance and standardize performance analysis, reporting packages and business loss forecast processes.
• Maintain documentation for development, implementation and monitoring of processes across the team, focusing on standardization of controls.
• Identify and manage complex issues and negotiate solutions within a geographically dispersed organization.

What you'll need

• 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of work experience, training, military experience, education.
• Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science.
• Knowledge of Python, R or SAS is a must.
• Excellent verbal, written, and interpersonal communication skills.
• Strong documentation capabilities which effectively convey complex models and processes.
• Ability to communicate design and results of complex models to a variety of audiences.

Nice to have

• Master's degree or higher in a quantitative field such as Statistics or Economics.
• 4+ years of experience in Deposit & PPNR, Treasury Analytics, or equivalent demonstrated through one or a combination of work experience, training, military experience, education.
• 4+ years of experience in Deposit balance sheet modeling and treasury/liquidity analytics in support of ALM, FP&A and capital planning by capturing IRRBB by EVE.
• 4+ years of advanced programming expertise in SAS, Python or R.
• Strong documentation and project management capabilities, with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment.
• Strong ability to develop partnerships and collaborate with other business and functional areas.
• Knowledge of the model life cycle (development, monitoring, implementation and forecasting) and its intricacies.

Details

• Location: Bengaluru, India.
• Posting end date: 24 Oct 2026.