Senior Quantitative Analytics Specialist

About the role

Quantitative Analytics team at Wells Fargo develops and enhances quantitative models for interest rate products. The specialist creates, implements, and documents complex statistical models, forecasts losses, and computes capital requirements while collaborating with trading, risk, technology, and model risk teams. Bengaluru office, on-site work model, senior-level role focusing on rates analytics and model governance.

What you’ll do

• Develop and implement quantitative models for interest rate products
• Perform statistical analysis to quantify and manage market risks
• Forecast losses and compute capital requirements for business initiatives
• Collaborate with trading, risk, technology, and model risk teams
• Participate in analytical strategy discussions and modeling methods
• Provide expertise on structured securities and quantitative theory
• Engage with regulators and auditors on technical assessments
• Contribute to agile development and high-performance computing environments

What you’ll bring

• 4+ years quantitative analytics experience
• Bachelor's degree in mathematics, statistics, engineering, physics, economics, or computer science
• Strong programming skills in Python, C++, or Java
• Experience with stochastic calculus and fixed income analytics
• Knowledge of model development lifecycle and governance
• Experience supporting front office rates trading desks
• Familiarity with Libor transition and SOFR/RFR products
• Professional certifications such as FRM, CQF, or CFA are a plus

Skills