Sr.AVP- Data Strategy

Wells Fargo

4 - 9 years

40 - 45 Lacs

bengaluru

Posted:4 hours ago| Platform:

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Skills Required

compliance risk management python mathematics forecasting var market data stress testing software platforms agile development quantitative finance analytics valuation java market risk agile sdlc finance risk analytics statistics

Work Mode

Work from Office

Job Type

Full Time

Job Description

About this role:

Wells Fargo is seeking a Senior Quantitative Analytics Specialist to join our Data Strategy team. This role combines advanced quantitative modeling with technology-driven solutions to support valuation, risk management, and strategic analytics across markets.

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
Design, implement, and document complex quantitative models and data solutions.
Apply advanced statistical and mathematical techniques to analyze markets, forecast losses, and compute capital requirements.
Develop and enhance pricing and risk analytics libraries, integrating diverse data sources.
Perform sensitivity analysis, Greeks computation, stress testing, and scenario analysis for portfolio risk and capital adequacy.
Conduct root-cause analysis on data issues and drive remediation using Python and Java.
Partner with technology teams to improve strategic valuation, risk, and market data platforms.
Deliver high-quality software and documentation within an Agile SDLC environment.
Collaborate with regulators, auditors, and technical stakeholders to ensure compliance and transparency.

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
Master''s degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Desired Qualifications:

Strong understanding of market risk metrics (VaR, Stress VaR, Expected Shortfall) and PnL methodologies (Full Reval vs Greek-Based).
Proficiency in sensitivity analysis, Greeks computation, and PnL attribution.
Hands-on experience with Python and Java.
Ability to design and prototype automated solutions for data strategy and operational efficiency.
Ability to interface with various businesses like credit derivatives and understand their data / modelling requirements.
Experience with stress testing, scenario analysis, and capital adequacy frameworks.
Strong analytical and problem-solving skills with attention to detail.
Familiarity with Agile development practices and enterprise-scale software platforms.
Excellent communication and collaboration skills across technical and business teams

Job Expectations:

Drive projects from inception to delivery using quantitative and technological techniques.
Demonstrate coding experience and ability to work with large datasets.
Ensure compliance with policies and regulatory requirements while meeting deliverables.
Interest or experience in quantitative finance and risk analytics.

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