WF
Hiring companyWells Fargo
Active listing
Senior Quantitative Analytics Specialist
Bengaluru, India Full-time On-site
About the role
Quantitative Analytics team at Wells Fargo builds advanced risk models to support market, credit, and operational risk management. The Senior Quantitative Analytics Specialist validates liquidity risk models, conducts stress testing, and presents findings to senior management and regulators. Bengaluru, India, on-site.
What you’ll do
- Validate liquidity risk, stress testing, and cash flow forecasting models
- Assess model assumptions, data inputs, and calibration approaches
- Ensure compliance with LCR, NSFR, RLAP, and liquidity stress testing standards
- Present validation outcomes to senior management and governance committees
- Maintain documentation and oversee model performance monitoring
- Collaborate with regulators, auditors, and technical stakeholders
What you’ll bring
- 4+ years quantitative analytics experience
- Bachelor's degree in mathematics, statistics, engineering, physics, economics, or computer science
- Risk management experience with liquidity risk models
Skills
statistical modelingrisk managementliquidity risktime series analysismodel validationregulatory compliancedata analysisstakeholder communication
Education
Bachelor's degree