01Overview
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
Bachelor's 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 .
