About this role

Wells Fargo is seeking a Senior Quantitative Analytics Specialist. In this role, you will:

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 Required Qualifications:

4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

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

Desired Qualifications

4+ years of Risk Management experience handling liquidity risk models

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

Job Expectations: Conduct comprehensive validations of liquidity risk models, stress testing frameworks, cash flow forecasting models, and behavioral models to assess conceptual soundness, methodology, implementation accuracy, and fitness for purpose.

Critically evaluate key model assumptions, data inputs,



calibration approaches, and expert judgments related to deposit behaviors, loan commitments, and assumptions.

Ensure liquidity models and methodologies comply with internal model risk management standards and applicable regulatory requirements, including LCR, NSFR, Resolution Liquidity Adequacy and Positioning (RLAP), and liquidity stress testing expectations.

Assess model design, implementation, validation findings, and associated risks, providing clear recommendations for remediation and presenting validation outcomes to senior management, model owners, and governance committees.

Maintain robust validation documentation, oversee model performance monitoring and ongoing validation activities, and contribute to model governance processes, approvals, periodic reviews, and regulatory examinations

Experience in handling time series, logit or COX proportional hazard models and familiarity with other quant modelling techniques

Partnering effectively with stakeholders and ensuring timely delivery of quality work.

Posting End Date: 6 Aug 2026

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

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.





Employees support our focus on building robust 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.

Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.

Applicants with Disabilities To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

b.

Wells

Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

📌 Senior Quantitative Analytics Specialist (Bengaluru)
🏢 Wells Fargo u0026
📍 Bengaluru