Senior Quantitative Analytics Specialist Job at Wells Fargo (Bengaluru)

Counterparty Risk Portfolio Analytics and Models specialist

The Counterparty Credit Risk Portfolio Analytics and Models specialist is a seni...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

10+ years of experience
working experience in a quantitative field, Financial/Banking industry preferred
strong quantitative skills, particularly with respect to counterparty credit risk measures and calculations
deep modeling expertise and experience with analytic techniques and tools
excellent analytical thinking, practical problem solving abilities, and partnership skills
expertise in R, Python, H2O, and SAS
willing to learn and can-do attitude

Job Responsibility

Lead the optimization of the key counterparty risk and liquidity metrics used to monitor the risk appetite and risk capacity of the business against limits
accuracy and completeness of Credit Data: ensure that data captured in our counterparty credit infrastructure are in line with the approvals and conform to best in class standards
on-going monitoring and portfolio risk drivers identification processes: deliver timely, high-quality analysis of existing portfolio exposures including pockets of client trades and or/collateral concentrations
support the integration of the risk management processes for Wealth Management exposures and portfolios into the ICM operating model
ensure timely tracking and escalations around exposure and losses monitoring
partner with the CCR Models’ Sponsors and relevant Risk teams for the aspect of the Model Risk Governance related to changes, processes and procedures
establish relationships with a network of key stakeholders, partnering with senior colleagues in the Business as well as with risk management, technology, reporting and operations teams to drive implementation of strategic initiatives

Fulltime

New

Senior Quantitative Analytics Specialist

Wells Fargo is seeking a Senior Quantitative Analytics Specialist.

Location

India , Bengaluru

Salary:

Not provided

Wells Fargo

Expiration Date

February 26, 2026

Requirements

4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Job Responsibility

Perform highly complex activities related to creation, implementation, and documentation
Use highly complex statistical theory to quantify, analyze and manage markets
Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives
Utilize structured securities and provide expertise on theory and mathematics behind the data
Manage market, credit, and operational risks to forecast losses and compute capital requirements
Participate in the discussion related to analytical strategies, modeling and forecasting methods
Identify structure to influence global assessments, inclusive of technical, audit and market perspectives
Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills

Fulltime

New

Senior Quantitative Analytics Specialist

Wells Fargo is seeking a Senior Quantitative Analytics Specialist to fill the ro...

Location

United States , Charlotte

Salary:

Not provided

Wells Fargo

Expiration Date

February 20, 2026

Requirements

4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Job Responsibility

Ensure Capital Model Regulatory Compliance
Support and lead Assessment and Design of Modeling Requirements
Assess key model risks and modeling impacts
Develop and operate what-if analysis and benchmarking tools
Support and lead model calibration operations

Fulltime

!

New

Senior Quantitative Analytics Specialist - Machine Learning

Wells Fargo is seeking a Senior Quantitative Analytics Specialist.

Location

India , Bengaluru

Salary:

Not provided

Wells Fargo

Expiration Date

February 26, 2026

Requirements

4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Job Responsibility

Perform highly complex activities related to creation, implementation, and documentation
Use highly complex statistical theory to quantify, analyze and manage markets
Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives
Utilize structured securities and provide expertise on theory and mathematics behind the data
Manage market, credit, and operational risks to forecast losses and compute capital requirements
Participate in the discussion related to analytical strategies, modeling and forecasting methods
Identify structure to influence global assessments, inclusive of technical, audit and market perspectives
Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills

Fulltime

New

Senior Lead Java Securities Quantitative Analytics Specialist

Wells Fargo is seeking a Quantitative Software Engineer, Executive Director (Sen...

Location

United States , New York; Charlotte

Salary:

215000.00 - 355000.00 USD / Year

Wells Fargo

Expiration Date

February 21, 2026

Requirements

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
5+ years of hands-on coding experience, Java and C++ are most relevant
3+ years of product and market experience in mortgages
6+ years of Java experience with emphasis on functional programming
1+ years of C++ experience
Experience with asynchronous event driven or reactive programming architectures
Experience interpreting and solutioning for risk
Master's degree or higher in computer science or finance/mathematics
Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence
Experience in or passionate about Agentic AI

Job Responsibility

Partnership with Technology teams to enhance and improve the capabilities of the new strategic valuation and risk platform
Integration of mortgage pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues
Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management
Analyze performance, propose remedial or optimization plans, and ensure execution to enhance the new strategic valuation and risk platform for the securities businesses
Consistently deliver high-quality software and documentation in an Agile SDLC
Proactively participate in complex software design & development activities within an Agile environment
Contribute to large-scale project planning, balancing short and long-term objectives
Generate, test, implement, and deploy ideas to improve system performance or team productivity
Use quantitative and technological techniques to solve complex business problems
Meet deliverables while leveraging solid understanding of policies, procedures, and compliance requirements

What we offer

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement

Fulltime

!

Senior Manager, Quantitative Analysis - Model Risk

Senior Manager, Quantitative Analyst within the Model Risk Office, you will be p...

Location

United States , McLean

Salary:

229900.00 - 262400.00 USD / Year

Capital One

Expiration Date

Until further notice

Requirements

Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 7 years of experience performing data analytics
A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 5 years of experience performing data analytics
A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 2 years of experience performing data analytics

Job Responsibility

Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools
Develop alternative model approaches to assess model design and advance future capabilities
Understand relevant business processes and portfolios associated with model use
Understand technical issues in econometric, statistical, and machine learning modeling and apply these skills toward developing models and assessing model risks and opportunities
Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication
prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management
Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices
Develop and maintain high quality and transparent documentation
Leverage the latest open source technologies and tools to identify areas of opportunity in our existing framework

What we offer

comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being
performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI)

Fulltime

Senior Credit Portfolio Risk Manager

Senior management-level position leading credit risk function for unsecured lend...

Location

Singapore , Singapore

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor's degree in a quantitative field such as Finance, Economics, Statistics, Mathematics, Engineering, or Computer Science
Master's degree or MBA preferred
Minimum of 8-10 years of experience in credit risk management within the financial services industry
Significant focus on unsecured lending
Proven experience in a leadership or team management role
Extensive experience in developing, testing, optimizing, and implementing credit strategies
Advanced proficiency in statistical modeling, predictive analytics, machine learning techniques, and quantitative methods for credit risk
Strong understanding of data warehousing, SQL, and experience with large datasets
Deep understanding of credit lifecycle management (origination, account management, collections), PD/LGD/EAD modeling, stress testing, and regulatory requirements
Expertise in analytical tools such as SAS, R, Python, SQL, and data visualization tools

Job Responsibility

Develop, implement, and continually refine credit risk strategies for unsecured lending products
Utilize advanced risk analytics and loss forecasting techniques to identify emerging trends and assess portfolio performance
Monitor key financial drivers and portfolio metrics to inform decision-making
Collaborate with product, marketing, finance, and operations teams to align risk strategies with business objectives
Lead the development, validation, and implementation of predictive credit risk models, scorecards, and decision engines
Oversee data management practices for credit risk
Lead, mentor, and develop a team of risk analysts and specialists
Build and maintain strong relationships with internal stakeholders across various departments
Lead the end-to-end process of developing new credit strategies
Design and execute champion/challenger tests and other experimental designs

What we offer

Extensive on-the-job training and exposure to senior leaders
Traditional learning opportunities
Chance to give back and make a positive impact through volunteerism
Resources to meet unique needs
Empowerment to make healthy decisions
Support for managing financial well-being and planning for future

Fulltime

Head of Risk QA Software Architecture

Design, deliver, and govern QA software and technology solutions that align with...

Location

Czechia , Prague

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Strong knowledge of enterprise architecture frameworks
Proficiency in software engineering principles and cloud-native architectures
Experience with Agile delivery and technical product ownership
Excellent stakeholder management and communication skills
Tenacity and perseverance to negotiate and influence multiple stakeholders
Proven track record in solution architecture and enterprise architecture roles
Hands-on experience in software engineering and technical leadership
Familiarity with governance processes and technology roadmaps
Experience building highly scalable end to end systems of financial models and calculations and their integration with Technology platforms

Job Responsibility

Define and document end-to-end solution architectures that meet functional and non-functional requirements, driving QA Software Product strategy
Maintain architecture frameworks, enforce standards, and ensure interoperability across systems
Collaborate with QA development and Infrastructure teams, as well as with Technology to provide technical guidance, and drive automation and use of AI in CI/CD practices
Manage stakeholder expectations within QA and Technology to balance short-term delivery with long-term integrity
Ensure solutions meet performance, scalability, and resilience targets while mitigating technical risks
Establish colleague training on systems engineering and architecture
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Design analytics and modelling solutions to complex business problems using domain expertise
Collaboration with technology to specify any dependencies required for analytical solutions
Development of high performing, comprehensively documented analytics and modelling solutions

What we offer

Structured approach to hybrid working
Supportive and inclusive culture and environment
Opportunity to explore flexible working arrangements
Incredible variety, depth and breadth of experience
Chance to learn from a globally diverse mix of colleagues
Encouragement to embrace mobility

Fulltime

Senior Quantitative Analytics Specialist

Wells Fargo

Location:
India , Bengaluru

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
February 13, 2026

Expiration:
February 26, 2026

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Job Posted:February 13, 2026

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Job Posted:
February 13, 2026

Expiration:
February 26, 2026