About this role:

Wells Fargo is seeking a Senior Quantitative Model Solutions Specialist.

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
Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Desired Qualifications:

4+ years of quantitative model solutions or quantitative model operations experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Bachelor's 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/implementation roles
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 business (Home Lending, Auto, Cards, Personal Loans)
Comprehensive view of the regulatory requirements
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:

Provide analytical expertise in Credit Risk model monitoring, implementation, and execution for Retail portfolios, with primary responsibility for technical tasks and deliverables.
Collaborate with stakeholders across multiple engagements to support team objectives and ensure successful project outcomes.
Play a key role in projects related to implementation, execution, and monitoring of CECL, IFRS9, Basel, and CCAR stress testing models for Retail portfolios.
Lead and perform complex activities related to predictive modeling deliver analytical support for developing, evaluating, implementing, monitoring, and executing credit and PPNR models across retail business verticals.
Design and develop dynamic dashboards analyze key risk parameters to interpret trends and assess business and model performance.
Take initiative in identifying opportunities for process improvement, standardization, automation, and infrastructure enhancement contribute to the design and delivery of solutions to optimize performance analysis, reporting, and business loss forecasting processes.
Participate in developing documentation frameworks focused on standardization of controls and best practices for model development, implementation, and monitoring.
Communicate findings, insights, and recommendations for action to management and business partners contribute to discussions on strategy, policies, and procedures regarding model development, validation, and execution.
Serve as a subject matter expert in predictive analytics and credit risk modeling, providing guidance and consultation on model development, implementation, model performance analysis, and execution.
Demonstrate advanced project management, coding, and data analysis skills to ensure timely and high-quality execution of team deliverables.
Lead or participate in moderately complex model maintenance and optimization initiatives related to operating processes, controls, reporting, testing, implementation, and documentation
Review and analyze moderately complex data sets, quantitative models, and model outputs to validate model efficiency and results in support of business initiatives
Advise and guide team on moderately complex model optimization and processes strategies
Independently resolve moderately complex issues and lead team to meet project deliverables while leveraging solid understanding of policies and compliance requirements
Collaborate and consult with peers, colleagues, and managers to resolve issues and achieve goals

Posting End Date:

26 May 2026

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.

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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.