Wells Fargo Quantitative Analytics Specialist - Market Risk/Counterparty Credit Risk 

India, Telangana, Hyderabad 

242283513

About this role:

This role is responsible for ongoing development of models used for estimation of counterparty risk/ market risk/build analytics processes and tools for market risk model development testing.

In this role, you will:

• Develop, implement, and calibrate various analytical models
• Perform highly complex activities related to financial products, business analysis and modeling
• Perform basic statistical and mathematical models using Python, R, SAS, C++ and SQL
• Perform analytical support and provide insights regarding a wide array of business initiatives
• Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management
• Collaborate and consult with peers, colleagues, managers, and regulators to resolve issues and achieve goals

Required Qualifications:

• 2+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Master's degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline

29 Apr 2025

Wells Fargo Recruitment and Hiring Requirements:

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.