Senior Quant Model Development Specialist for Data & Analytics Recruitment 2025, BENGALURU

In order to provide the front office team with insights and recommendations on portfolio performance, Wells Fargo is looking for a Senior Securities Quantitative Analytics Specialist to handle complex tasks involving the design, development, validation, implementation, documentation, and ongoing maintenance of securities quantitative models for Pricing/Risk.makes use of sophisticated programming and mathematical abilities to produce and verify analysis.

Senior Quant Model Development Specialist for Data & Analytics Recruitment 2025, BENGALURU

Department Overview

Corporate & Investment Banking (CIB) provides corporate, government, and institutional clients with a broad range of banking, capital markets, and advisory services, along with a full range of sales, trading, and research capabilities. An essential component of CIB is the Markets vertical. As an extension of the US Front Office team, the Model Development and Maintenance (MDM) team collaborates with the global quants team to create and track models. The team develops models for pricing, risk management, and stress testing across a range of asset classes, including interest rate, credit, equity, commodities, FX, and XVA.

In this position, you’ll:

• Oversee or take part in projects and deliverables that are fairly complex in the field of securities quantitative analytics.
• Participate in extensive departmental planning
• Integrate market knowledge with mathematical programming to create and produce methodical tactics.
• Examine and evaluate technical, operational, or business difficulties in securities quantitative analytics that are fairly complicated and call for a thorough assessment of variable elements.
• Utilize technology and quantitative methods to address challenging business issues.
• Investigate risk, liquidity, and trading cost models as well as portfolio design techniques and signal generation.
• Solve moderately difficult problems on your own
• Utilizing a thorough understanding of Securities Quantitative Analytics regulations, procedures, and compliance standards, lead the team to meet objectives.
• To solve problems and accomplish objectives, cooperate and confer with peers, coworkers, and mid-level managers.
• Play a crucial role on the trading floor by leading teams, projects, or mentoring less seasoned employees.

Essential Requirements:

• Experience in securities quantitative analytics for at least four years, or an equivalent amount of time, as shown by one or more of the following: education, training, military experience, and work experience

Desired Credentials:

• Collaborate with the trading desk on day-to-day duties such pricing/risk management concerns and tactics and model calibration.
• Participate in our modeling efforts, work on our quant library, and offer implementation-related skills.
• Create excellent model documentation that meet regulatory requirements and model validation.
• Work together and provide assistance to the Model Validation/Governance, Technology Partners, and Front Office Trading teams.
• Take part in the creation and implementation of models.
• Testing and testing documentation
• Taking part in extensive unit testing UAT, regression testing, integration testing, pre-integration testing, and quantitative testing
• Verifying the accuracy and consistency of quantitative models
• Tools for testing and (partially) automated testing
• Creating automation and testing scripts, such as those for the Quant testing framework
• Involvement in problem solving
• preparing debugging cases (to generate isolated situations to illustrate the problems) for the traders or US Quants
• Debug and resolve problems with data or model input.
• Create excellent model documentation.
• Taking part in the formulation, implementation, and execution of Front Office test plans
• involvement in developing, implementing, and executing model monitoring plans
• Writing and refining code (in Python, C++, etc.)
• Engaging in and making contributions to team conversations regarding project-specific topics and tasks
• preserving accurate records of every procedure and updating the code
• Responding to ad hoc inquiries from different stakeholders, such as US Front Office Quants, filling out templates, or producing fresh reports or extracts upon request
• contribute significantly to the trading floor

Expectations for the job:

• A master’s or doctoral degree in a quantitative discipline that includes stochastic calculus, such as mathematics, statistics, engineering, physics, economics, computer sciences, etc for Sarkari job.
• Experience developing securities quantitative analytics models for at least four years in any one of the following asset classes (fx, rates, equity, commodities, cva, credit), or an equivalent, as shown by one or more of the following: education, training, military experience, and work experience
• Strong interpersonal, written, presenting, and verbal communication abilities
• Practical programming skills in languages like python or c++
• Understanding or expertise in derivatives Quantitative models for, for instance, stock, FX, credit, interest rate, or commodity derivatives, or XVA
• Capacity to pick things up rapidly and collaborate with others in a team in a fast-paced, dynamic setting with several tasks while adhering to deadlines
• Proficiency in creating technical and mathematical texts using word processing software such as LaTeX

Posting End Date: 

August 30, 2025 The number of candidates may cause the job ad to expire early.

Equal opportunity is important to us.

An equal opportunity employer is Wells Fargo. Regardless of race, color, religion, sex, sexual orientation, gender identity, national origin, handicap, protected veteran status, or any other legally protected trait, all eligible candidates will be given consideration for employment.

Employees back our emphasis on developing solid customer relationships while maintaining a strong risk-reduction and compliance-driven culture, which firmly defines those standards as essential to our clients’ and business’s success. They are responsible for carrying out all relevant risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes making wise risk decisions, timely and efficient escalation and remediation of issues, appropriately fulfilling risk and compliance obligations, and effectively following and adhering to applicable Wells Fargo policies and procedures. The focus is on proactive monitoring, governance, risk identification and escalation, and making prudent risk decisions that align with the risk appetite of the business unit and all requirements of the risk and compliance program.

Applicants for positions advertised in Canada: All eligible individuals, including women, people with disabilities, Aboriginal peoples, and visible minorities, are encouraged to apply for jobs. During the hiring process, accommodations for candidates with disabilities are offered upon request.

Candidates with Disabilities

Go to Wells Fargo’s Disability Inclusion page to request a medical accommodation during the application or interview process.

Drug and Alcohol Policy

Drugs are not allowed at Wells Fargo. For further information, please refer to our Drug and Alcohol Policy.

Wells Fargo Recruitment and Hiring Requirements:

• It is forbidden to videotape third parties unless Wells Fargo has given permission.
• During the hiring and recruitment process, Wells Fargo requires you to speak freely about your personal experiences.