Job Description

About this role:

Wells Fargo is seeking a Quantitative Solutions Engineering Associate Manager...

In this role, you will:

• Supervise entry-to-mid level roles in operational processes, controls, assumptions, metric development, reporting, and growth strategies to successfully drive effectiveness
• Provide synchronizing transformational and opportunity needs with pragmatic operational considerations
• Ensure timely completion, quality, and compliance in engineering department
• Identify opportunities in design thinking, modern technology, and government climate for future planning and governance strategies
• Utilize theoretical and mathematics to synthesize then communicate concepts into practical planning
• Ensure long range planning and work product are aligned with policy and business strategy plans
• Direct team to accomplish goals, resolving the most complex problems or inquires
• Ensure planning efforts adhere to legal, compliance, and privacy regulations and policies
• Provide expertise regarding strategy, operations, and building organizational effectiveness
• Collaborate and influence all levels of professionals including more experienced managers
• Lead team to achieve objectives
• Manage allocation of people and financial resources for Quantitative Solutions Engineering
• Mentor and guide talent development of direct reports and assist in hiring talent

Required Qualifications:

• Over all 10+ years experience in credit risk modeling role
• Bachelor's degree or higher in a quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences
• 10+ years of experience in credit risk analytics
• 10+ years of advanced programming expertise in SAS or Python
• Strong technical skills and problem solving skills
• 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 determining root cause analysis Flexibility with changing priorities

Desired Qualifications:

• Ability to prioritize work, meet deadlines, achieve goals and work under pressure in a dynamic and complex environment
• 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
• Ability to research and report on a variety of issues using problem solving skills
• Ability to make timely and independent judgment decisions while working in a fast-paced and results-driven environment

Job Expectations:

• Lead a team and perform various complex activities related to predictive modeling. Provide analytical support for developing, evaluating, implementing, monitoring and executing Deposit and PPNR models across consumer and commercial business verticals
• Lead large-scale projects. Develop, implement, execute and monitor CECL and CCAR models for Retail, Commercial, WIM and CIB portfolios
• Lead development, implementation and monitoring of Balance Sheet Modeling with focus on balance forecasting, loan spread modeling and deposit modeling
• Lead development, implementation and monitoring of Fee Income and Expense Modeling with focus on non-interest income and expense related models
• Develop 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.
• Develop frameworks for documentation of development, implementation and monitoring processes across the team with focus on standardization of controls

We Value Diversity

At Wells Fargo, we believe in diversity, equity and inclusion in the workplace; accordingly, we welcome applications for employment from all qualified candidates, regardless of race, color, gender, national origin, religion, age, sexual orientation, gender identity, gender expression, genetic information, individuals with disabilities, pregnancy, marital status, status as a protected veteran or any other status protected by applicable law.

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 US: All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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.