Senior Quantitative Analytics Specialist (Bengaluru)

Senior Quantitative Analytics Specialist (Bengaluru)

24 Aug
|
Wells Fargo
|
Bengaluru

24 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.

Robust 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++,

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

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