# Lead Quantitative Analytics Specialist at Wells Fargo

Wells Fargo is hiring a Lead Quantitative Analytics Specialist in Bengaluru, India. Level rates it Little AI ●○○○; you can [apply on Level](https://jobsbylevel.com/go/a5a34817-9a3b-4de3-8a02-0b009f3370b7?utm_medium=ai-agent).

AI Level 1, AI centrality 34 out of 100. Bengaluru, India.

## Details

- Company: [Wells Fargo](https://jobsbylevel.com/companies/wells-fargo)
- AI level: AI Level 1 (score 34 out of 100)
- Location: Bengaluru, India
- Posted: October 13, 2026
- Apply: https://jobsbylevel.com/go/a5a34817-9a3b-4de3-8a02-0b009f3370b7?utm_medium=ai-agent

## Description

About this role: 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. In this role, you will: 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 Required Qualifications: 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. Desired Qualifications: 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

The description is cut here. Read the full offer: https://jobsbylevel.com/jobs/lead-quantitative-analytics-specialist-at-wells-fargo-e735be

Source: https://jobsbylevel.com/jobs/lead-quantitative-analytics-specialist-at-wells-fargo-e735be

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