WF
Hiring companyWells Fargo
Verified 5 days ago
Quantitative Analytics Senior Manager
Hyderabad,India Full-time
About the role
Enterprise Model Risk Management (MRM) – Derivative Pricing Model Risk Management Team at Wells Fargo oversees derivative pricing models across asset classes. The Senior Manager leads a team of quantitative analysts, driving model risk management, AI-driven automation, and cross‑regional collaboration with U.S. stakeholders. Based in Hyderabad, India, on‑site role with hybrid coordination with U.S. teams.
What you’ll do
- Lead model risk management across derivative pricing lifecycle
- Manage and develop quantitative analyst team
- Implement AI and automation to improve processes
- Coordinate resources and projects across WFIP and U.S. teams
- Engage with regulators, auditors, and stakeholders
What you’ll bring
- 7+ years quantitative analytics experience
- 3+ years management experience
- Master's degree or higher in mathematics, statistics, engineering, physics, economics, or computer science
- Strong Python programming skills
- Experience with derivative pricing models
- Experience managing quantitative teams
- Experience with onshore‑offshore operating model
- Strong communication skills
Skills
PythonQuantitative ModelingDerivativesRisk ManagementTeam LeadershipAI Automation
Education
Master's degree in quantitative discipline