Quantitative Model Solutions Manager

Desired Qualifications:

• 4+ years of overall experience with 2+ years of leadership experience

• Bachelors degree from a premier institute or Masters/PhD degree in quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences
• 4+ years of experience in credit risk analytics or credit risk modeling/monitoring role
• Advanced programming skills in Python, SAS and SQL
• Good exposure to business intelligence tools such as Tableau/PowerBI for dashboarding
• Strong project management skills with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
• Excellent verbal, written, and interpersonal communication skills
• Strong ability to develop partnerships and collaborate with other business and functional areas
• Knowledge and understanding of issues or change management processes
• Experience in regulatory models for CCAR Stress testing, CECL, IFRS9, RRP, and Basel
• Strong understanding of Retail Unsecured business
• Ability to systematically probe, research, identify and analyze business problems using problem solving skills
• Ability to lead high performing advanced quantitative analytics teams and stakeholder management
• Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities
• Understanding of bank regulatory data sets and other industry data sources
• Flexibility with changing priorities
• Knowledge of SR 15-18 and SR 11-7 guidelines

Job Expectations:

• Manage a team responsible for Credit Risk model monitoring, implementation and forecasting for Retail Unsecured portfolio
• Manage multiple stakeholders and relationships for different engagements of the team
• Lead the remediation of model risk findings and establish strong process controls & governance related to monitoring and model production
• Lead large-scale projects related to implementation, execution and monitoring of CECL, IFRS9, Basel and CCAR stress testing models
• Lead and perform various complex activities related to predictive modeling. Provide analytical support for developing, evaluating, implementing, monitoring and executing credit and PPNR models across Retail Unsecured business verticals
• Guide the team in developing dynamic dashboards analyze key risk parameters to help understand changes in business and model performance
• Identify opportunities for strategic and infrastructure projects. Design and deliver process improvements, standardization, rationalization and automations. Enhance and standardize performance analysis, reporting packages and business loss forecast processes

Posting End Date:

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.

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