WF
Hiring companyWells Fargo
Active listing
Lead Securities Quantitative Specialist
Bengaluru, India Full-time On-site
About the role
Wells Fargo Securities Quantitative Analytics team builds advanced econometric and trading models to inform market behavior and risk. The Lead drives complex initiatives, designs automated trading algorithms, develops macroeconomic forecasting models, and leads cross‑functional collaborations with Risk, Finance, and Model Governance. Bengaluru, India, on-site.
What you’ll do
- Lead complex initiatives and large‑scale planning for securities quantitative analytics
- Develop automated trading algorithms and cutting‑edge derivative pricing models
- Conduct research on trading cost, liquidity, risk models and signal generation
- Design and implement econometric models for macroeconomic forecasting
- Build and evaluate time‑series and statistical models
- Create and maintain data pipelines for large macroeconomic datasets
- Generate alternative economic scenarios and assess impact on credit risk
- Collaborate with cross‑functional stakeholders and document models for regulatory review
What you’ll bring
5+ years Securities Quantitative Analytics experience
Nice to have
- Master's degree in economics, econometrics, statistics or financial engineering
- Extensive experience with Python for model development
- Proficiency with statistical software such as R, EViews, Stata
- Experience building time‑series models (ARIMA, VAR)
- Designing and maintaining large‑scale data pipelines
- Research on trading cost, liquidity, risk and portfolio models
- Experience with CCAR/DFAST & CECL banking forecasts
- Strong analytical and problem‑solving skills
Skills
PythonEconometricsTime-series modelingData pipelinesMachine learningStatistical analysisRisk modelingForecasting
Education
Master's degree