Lead Quantitative Analytics Specialist

About the role

Wells Fargo seeks a Lead Quantitative Analytics Specialist in Bengaluru, India, to lead complex credit and operational risk initiatives. The role involves developing statistical models, forecasting risks, and providing analytical support for business decisions while collaborating with regulators. This full-time position requires advanced programming skills and deep expertise in quantitative disciplines.

What you’ll do

• Lead creation, implementation, and validation of highly statistical theory
• Monitor markets and forecast credit and operational risks
• Strategize short and long-term objectives for business initiatives
• Review and assess models from technical, audit, and market perspectives
• Enable decision making by developing and documenting analytical models
• Collaborate and consult with regulators and auditors
• Implement optimized ML solutions and predictive modeling enhancements
• Present results of analysis and strategies to stakeholders

What you’ll bring

• 5+ years of Quantitative Analytics experience
• Bachelor's degree or higher in a quantitative discipline
• Strong problem-solving and communication skills
• Experience in credit risk analytics
• Knowledge of bank regulatory data sets

Nice to have

• 2+ years advanced SAS programming expertise
• 5+ years advanced Python skills (OOP, debugging)
• 2+ years PySpark, MapR streaming, and Big Data experience
• Experience with Git, GitHub, CI/CD pipelines, and UNIX commands
• Exposure to banking domain in Credit Risk area

Skills

Education

Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science