Lead Quantitative Modelling Specialist

About the role

Wells Fargo seeks a Lead Quantitative Modelling Specialist in Bengaluru, India, to lead complex credit and operational risk modeling initiatives. The role involves developing, validating, and monitoring models for commercial portfolios while collaborating with regulators and auditors. This is a full-time, on-site position requiring advanced quantitative expertise.

What you’ll do

• Lead creation, implementation, documentation, validation, and defense of statistical models
• Develop and monitor credit ACL, CECL, IFRS9, Basel, and CCAR models for commercial portfolios
• Analyze key risk parameters and develop dynamic dashboards to assess business performance
• Collaborate with regulators, auditors, and internal stakeholders on model reviews
• Identify opportunities for strategic infrastructure projects and process automation
• Forecast credit and operational risks using stochastic analysis and structured securities expertise

What you’ll bring

• 5+ years of Quantitative Analytics or credit risk modeling experience
• Bachelor's degree or higher in a quantitative discipline (e.g., mathematics, statistics, engineering)
• Advanced programming expertise in Python, Tableau, and Power BI
• Strong technical skills and problem-solving abilities

Skills

Education

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