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About this role: Wells Fargo is seeking a Senior Quantitative Analytics Specialist for market Risk Modelling team. Open to hire in both Bangalore and Hyderabad. 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 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 Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: 4+ years of expereince in market risk modelling, primarily in derivative pricing Strong hands-on Python Strong fundamentals on Stochastic calculus ( black Scholes/Brownian motion) Job Expectations: Build/validate and monitor market risk models .