Wells Fargo
Quant Analytics Specialist
- Location
- Bengaluru
- Work mode
- Onsite
- Experience
- 2+ yrs exp
- Pay
- ₹12–20 LPA (Est.)
- Type
- Full-time job, AI & ML
- Added
- 13 November 2026
- Apply by
- 18 November 2026
About this role
This Wells Fargo team in Bengaluru builds regulatory credit risk models for the bank's commercial portfolio. The specialist develops and maintains CCAR, CECL, IFRS, RRP valuation and PPNR models in SAS or Python, and researches the portfolio data behind them. Work also includes forecasting losses, computing capital requirements, resolving model validation and regulatory findings, and supporting ad-hoc analytics. The role is in office four days a week with a 1:30 PM to 10:30 PM shift. It suits quantitatively trained candidates with at least two years of analytics experience who are interested in banking risk.
Wells Fargo is hiring for Quant Analytics Specialist, a full-time role based in Bengaluru (onsite).
Who can apply: 2+ yrs exp. Skills: Python, SQL, SAS, Predictive modelling, Statistics.
Hirastra checked that this opening is live. Apply directly through the official posting; applying is always free.
What you'll do
- Develop regulatory credit risk, RRP valuation and PPNR models in SAS/Python
- Forecast losses and compute capital requirements
- Research and analyse underlying portfolio data
- Improve existing models and address data and model issues
- Follow audit and model validation governance and resolve feedback
- Support ad-hoc analytic projects
What you need
- 2+ years of quantitative analytics experience or equivalent
- Bachelor's or higher in statistics, mathematics, physics, engineering, computer science, economics or a quantitative discipline
- Willingness to work in office 4 days a week, 1:30 PM to 10:30 PM shift
Skills
- Python
- SQL
- SAS
- Predictive modelling
- Statistics
"Est." = Hirastra's estimate based on market data, not an official figure.
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