Wells Fargo
Bengaluru, India
Wells Fargo is seeking a Lead Quantitative Analytics Specialist.
The Retail Investing and Financial Advice Modeling (RIFAM) team is seeking an experienced quantitative modeling professional with a strong track record in the development, documentation, validation, and governance of quantitative models within the Wealth and Investment Management (WIM) space.
The successful candidate will play a key role in advancing and expanding the firm's modeling capabilities for the Securities Based Lending (SBL) business within the Banking, Lending & Trust (BL&T) business in WIM. This includes the development and enhancement of model-based capabilities in setting the lending and maintenance margin across a broad range of financial products and lending strategies.
A strong understanding of portfolio risk methodologies, including Value-at-Risk (VaR), Expected Shortfall (ES), stress testing, and other quantitative risk modeling techniques is highly desirable. Experience modeling both traditional and more complex financial instruments (linear and non-linear), coupled with knowledge of the securities-based lending business, will be a significant advantage.
Beyond Securities Based Lending, the individual will contribute to a broader portfolio of quantitative models and analytical initiatives across Wealth & Investment Management (WIM), partnering closely with business stakeholders, risk management, model validation, audit, and technology teams. The role offers an opportunity to influence strategic modeling decisions, enhance modeling capabilities, and support the continued evolution of the firm's quantitative modeling framework.
Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory
Qualify monitor markets and forecast credit and operational risks
Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives
Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis
Review and assess models inclusive of technical, audit, and market perspectives
Identify structure and scope of review
Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models
Collaborate and consult with regulators and auditors
Present results of analysis and strategies
5+ 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
Python / SQL / GitHub programming skills.
PhD degree in a quantitative discipline
Model development and implementation experience in Financial Services industry
Strong expertise in Securities Based Lending (SBL) modeling, including risk measurement methodologies such as Value-at-Risk (VaR), Expected Shortfall (ES), stress testing, and scenario analysis.
Solid understanding of the securities-based lending business, including collateral risk management and lending portfolio analytics.
Deep experience modeling a broad range of financial products, including equities, fixed income, structured products, pooled investments, floating-rate instruments, ESOPs, IPOs, and digital asset-related products.
Solid understanding of statistics and time series analysis.
Experience with model review, model validation and model lifecycle activities within a large financial institution is desirable.
Working experience developing or benchmarking models in Python.
Experience with GitHub is a must.
Proven track record of delivering high-impact modelling solutions with strong ownership and accountability.
Ability to lead through ambiguity, challenge conventional thinking, and drive informed decision-making.
Strong stakeholder management and collaboration skills, with experience partnering across business, risk, and technology organizations.
Exceptional communication skills, with the ability to translate complex quantitative concepts into clear business insights for executive-level audiences.
Demonstrated ability to operate effectively in fast-paced environments while maintaining a focus on quality, execution, and business value.
Posting End Date:
20 Sep 2026
*Job posting may come down early due to volume of applicants.
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 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.
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