10 Aug
|
Wells Fargo
|
Bengaluru
10 Aug
Wells Fargo
Bengaluru
About this role:
Wells Fargo is seeking a Senior Quantitative Analytics Specialist.
We are seeking a highly skilled Quantitative (Rates) to support the development, implementation, and enhancement of quantitative models used across Interest Rate products. The role involves close collaboration with Trading, Risk Management, Technology, and Model Risk teams to deliver analytical solutions, pricing models, risk methodologies, and quantitative tools that support the Rates business
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 experience in quantitative modeling within Fixed Income or Rates products.
Solid understanding of:
Interest Rate Derivatives
Yield Curve Construction
Stochastic Calculus
Fixed Income Analytics
Risk Sensitivities (DV01, Vega, Convexity, etc.)
Strong programming skills in Python, C++, Java, or simi
📌 Senior Quantitative Analytics Specialist (Bengaluru)
🏢 Wells Fargo
📍 Bengaluru