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Quantitative Analytics Specialist

2 months ago

Bengaluru, India WELLS FARGO BANK Full time
About this role:

Wells Fargo is seeking a Quantitative Analytics Specialist

In this role, you will:
  • Develop, implement, and calibrate various analytical models
  • Perform highly complex activities related to financial products, business analysis and modeling
  • Perform basic statistical and mathematical models using Python, R, SAS, C++ and SQL
  • Perform analytical support and provide insights regarding a wide array of business initiatives
  • Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management
  • Collaborate and consult with peers, colleagues, managers, and regulators to resolve issues and achieve goals
Required Qualifications:
  • 2+ 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 statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline
  • Experience in Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Desired Qualification:
  • A Quantitative Analytics Specialist is an individual contributor role in the Capital Markets Track. This team deals with developing and validating mathematical models for pricing and hedging complex financial instruments. We use traditional and cutting-edge techniques in applied and computational mathematics to assess and validate models.
  • A Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solve business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member
Essential Skills:
  • 2-5 years of experience of working in quantitative finance with minimum Masters/Phd in a quantitative field such as applied math, statistics, engineering, physics, or mathematical finance.
  • Performing mathematical model validation using Python, C++, R, and SQL or other programming languages and mathematical/statistical packages
  • Producing required documentation to substantiate model validation
  • Analyzing processes and work flows to make recommendations for process improvement in various risk management and/or business areas as well as participating in and leading model risk projects.
Desired Skills:
  • Strong mathematical, statistical, analytical and computational skills
  • Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing
  • Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions
  • Ability to work independently on complex model validations from start to finish
  • Able to demonstrate first-hand knowledge of advanced topics in various mathematical and numerical methods such as Monte Carlo, stochastic calculus, partial differential equations, linear algebra, applied probability, and statistics;
  • Skill in managing relationships with key model stakeholders
  • Eagerness to contribute collaboratively on projects and discussions
  • Perpetual interest in learning something new, but being comfortable with not knowing the all the answers
  • Attention to detail in both analytics and documentation
  • Aptitude for synthesizing data to 'form a story' and align information to contrast/compared to industry perspective
  • Intellectually curious, who enjoy solving problems
  • Excellent programing skills and use of software packages such as C++, Python, R, SAS and SQL
  • Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
  • Good interpersonal skills and ability to develop partnerships and collaborate with other business and functional areas
Posting End Date:

*Job posting may come down early due to volume of applicants.

We Value Diversity

At Wells Fargo, we believe in diversity, equity and inclusion in the workplace; accordingly, we welcome applications for employment from all qualified candidates, regardless of race, color, gender, national origin, religion, age, sexual orientation, gender identity, gender expression, genetic information, individuals with disabilities, pregnancy, marital status, status as a protected veteran or any other status protected by applicable law.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements.

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