Sr Quant- Market risk modelling

About this role:

Wells Fargo is seeking a Senior Quantitative Analytics Specialist for market Risk Modelling team. Open to hire in both Bangalore and Hyderabad.

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
• Bachelors degree or higher in a quantitative discipline such as mathematics statistics engineering physics economics or computer science

Desired Qualifications:

• 4 years of expereince in market risk modelling primarily in derivative pricing
• Strong hands-on Python
• Strong fundamentals on Stochastic calculus ( black Scholes/Brownian motion)

Job Expectations:

• Build/validate and monitor market risk models

Posting End Date:

*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 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 units 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 visitDisability 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.