In this role, you will:
- Perform various complex activities related to predictive modeling. Provide analytical support for developing, evaluating, implementing, monitoring and executing credit and PPNR models across retail secured business verticals
- Analyze data sets, quantitative models, and model output to validate model performance and results in support of business opportunities
- Develop, implement, execute and monitor credit ACL, CECL, IFRS9, Basel and CCAR models for Retail Secured portfolio
- 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. Enhance and standardize performance analysis, reporting packages and business loss forecast processes
- Develop frameworks for documentation of development, implementation and monitoring processes across the team with focus on standardization of controls
Required Qualifications:
- 2+ years of quantitative model solutions or quantitative model operations experience, or equivalent demonstrated through one or a combination of the following: work experience, training, education
- 2+ years of advanced programming expertise in Python, Tableau and SAS
- Strong technical skills and problem solving skills
Desired Qualifications:
- 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
- Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities
1 Apr 2025
Wells Fargo Recruitment and Hiring Requirements:
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.