Senior Quantitative Analytics Specialist
Wells Fargo · Bengaluru · onsite · Posted 44d ago
Undisclosed4–9 yrsfulltimeSourced from
About a minute. You'll make an account on the way through.
About this role
Job Summary
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.
Responsibilities - 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
- 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
- 4+ years of experience in quantitative modeling within Fixed Income or Rates products.
- Strong 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 similar languages.
- Experience with numerical methods, Monte Carlo simulations, and optimization techniques.
- Knowledge of model development lifecycle and model governance practices.
- Excellent analytical, problem-solving, and communication skills.
- Experience supporting Front Office Rates Trading desks.
- Familiarity with Libor transition and SOFR/RFR-based products.
- Knowledge of Quantitative Libraries and Analytics Platforms.
- Exposure to cloud technologies and high-performance computing environments.
- Professional certifications such as FRM, CQF, or CFA are a plus.
- Enterprise scale risk platforms with complex data environments, distributed processing, DAG architecture
- Work in an agile development environment
- Ability to navigate large, complex codebase and come up with working code
- Capital markets knowledge in Rates & FX, ideally credit, including cash and derivatives securities
- Ability to work with leading JavaScript frameworks/lib like React/Angular will be given preference
- Ideally should have sound knowledge of Linux
- Complete deliverables for strategic Vasara project
- Participate in complex software design, development and testing activities
- Proactively engage with other members of the Quant and Tech teams to address issues and blockers
- Use quantitative and technological techniques to solve complex business problems
- Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
- Effectively communicate with and build consensus with all project stakeholders including US teams
Sourced from naukri
Skills
AgileCalculusFixed Incomeagile developmentcloud technologiesCFAFinancial Crimesanalytics platformsAnalyticsconstructionCapital MarketscloudCommunication SkillsArchitectureAngularjscomplianceCustomer Relationships
About Wells Fargo
Wells Fargo
Financial Services
20k+
employees
1852
174 years old
Bengaluru/Bangalore, Karnataka
India
About
Wells Fargo works to create positive social impact in the communities it serves by supporting housing affordability, small business growth, financial health, and a low-carbon economy.
Industries
Financial Services
Employee ratings
8,681 reviews
3.6/ 5
Culture
3.5
Career growth
2.9
Work-life
3.8
Employees rate it well for
Work Life Balance1417Work Culture906Senior Management755Salary707Job Security510
Find them on