Sr.AVP- Data Strategy at Wells Fargo

Bengaluru, karnataka, India -

Full Time

Start Date

Immediate

Expiry Date

29 Mar, 26

Salary

0.0

Posted On

29 Dec, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Analytics, Statistical Theory, Risk Management, Python, Java, Sensitivity Analysis, Stress Testing, Scenario Analysis, Data Strategy, Capital Requirements, Market Risk Metrics, PnL Attribution, Agile Development, Analytical Strategies, Communication Skills, Problem-Solving Skills

Industry

Financial Services

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. Posting End Date: 2 Jan 2026 *Job posting may come down early due to volume of applicants. We Value Equal Opportunity Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements. Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. Applicants with Disabilities To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo. Drug and Alcohol Policy Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more. Wells Fargo Recruitment and Hiring Requirements: a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process. Wells Fargo & Company (NYSE: WFC) is a leading financial services company that has approximately $1.9 trillion in assets. We provide a diversified set of banking, investment and mortgage products and services, as well as consumer and commercial finance, through our four reportable operating segments: Consumer Banking and Lending, Commercial Banking, Corporate and Investment Banking, and Wealth & Investment Management. Wells Fargo ranked No. 34 on Fortune’s 2024 rankings of America’s largest corporations. In the communities we serve, the company focuses its social impact on building a sustainable, inclusive future for all by supporting housing affordability, small business growth, financial health, and a low-carbon economy. News, insights, and perspectives from Wells Fargo are also available at Wells Fargo Stories. Additional information may be found at www.wellsfargo.com LinkedIn: https://www.linkedin.com/company/wellsfargo For questions on how to search and apply, visit our frequently asked questions.

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Responsibilities

The role involves performing complex activities related to quantitative modeling and data solutions to support valuation and risk management. It also includes collaborating with various stakeholders to ensure compliance and transparency in analytics.