Lead Quantitative Modelling Specialist

About the role

Wells Fargo seeks a Lead Quantitative Modelling Specialist in Hyderabad to lead complex model maintenance, optimization, and planning initiatives. The role involves developing strategies for credit risk models, managing large-scale projects, and creating dynamic dashboards using Python and Power BI. This is a full-time position based in India with a hybrid work model.

What you’ll do

• Lead complex model maintenance, optimization, and planning initiatives
• Develop model processes and optimization strategies for business objectives
• Influence global assessment of model maintenance schedules following SDLC
• Lead model monitoring, production, and analytics for credit and balance models
• Develop and monitor credit ACL, CECL, IFRS9, Basel, and CCAR models
• Create dynamic dashboards and analyze key risk parameters
• Design process improvements, standardization, and automations
• Develop frameworks for documentation and standardization of controls

What you’ll bring

• 5+ years of quantitative model solutions or operations experience
• Bachelor’s degree in applied mathematics, statistics, engineering, finance, economics, econometrics, or computer sciences
• 5+ years of experience in credit risk analytics
• Advanced programming expertise in Python, Tableau, and Power BI

Nice to have

• Strong technical problem-solving and project management skills
• Excellent verbal, written, and interpersonal communication abilities
• Experience with root cause analysis and change management processes
• Understanding of bank regulatory data sets and industry data sources

Skills

Education

Bachelor’s degree or higher in a quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences