Company: Wells Fargo
Posted on: August 17, 2019
Job DescriptionAt Wells Fargo, we have one goal: to satisfy our
customers financial needs and help them achieve their dreams. Were
looking for talented people who will put our customers at the
center of everything we do. Join our diverse and inclusive team
where youll feel valued and inspired to contribute your unique
skills and experience.
Help us build a better Wells Fargo. It all begins with outstanding
talent. It all begins with you.
Corporate Risk helps all Wells Fargo businesses identify and manage
risk. We focus on three key risk areas: credit risk, operational
risk and market risk. We help our management and Board of Directors
identify and monitor risks that may affect multiple lines of
business, and take appropriate action when business activities
exceed the risk tolerance of the company.
Credit Risk Modeling COE has an opening for a Quantitative
The primary objective of the role is to act as a subject matter
expert in the quantitative model development, modeling data
preparation, models deployment and monitoring as well as creating
high quality documentation. The individual in this role will be
involved in plan design, requirements scoping, and goal development
on risk modeling initiatives with cross-functional project
It will require the individual to learn and understand Vendor
Finance and other Equipment Finance businesses, underwriting and
portfolio management processes as well as quantitative methods used
in credit risk modeling. In addition this role will be responsible
for coaching and directing junior quantitative modelers with broad
range of experiences. Responsibilities include participation in
update meetings with senior risk leadership, active participation
in model governance activities.
The individual should have good understanding of credit risk, role
of the models in credit risk management, modeling process and
SR11-7 guidance. The ideal candidate is a good communicator, able
to execute multiple high priority projects concurrently with
limited direction, is organized and focused on delivering results.
The successful candidate possesses, good understanding of
statistical concepts and processes, proficiency in SAS, can do
attitude and hands-on approach to deliver on stated goals.Required
- Masters degree or higher in a quantitative field such as
statistics, mathematics, physics, engineering, computer science, or
economics upon start date of the program
- 1+ year of SAS programming experience
- Ability to prioritize work, meet deadlines, achieve goals, and
work under pressure in a dynamic and complex environment
Other Desired Qualifications
- A minimum of 1 year experience in quantitative risk
- Present and document model development results including data
analysis, calibrations and model improvement details.
- Ability to travel up to 20% of the time
Street AddressGA-Atlanta: 1100 Abernathy Road - Atlanta, GA
CT-Danbury: 83 Wooster Hts - Danbury, CT
TX-Irving: 5000 Riverside Drive - Irving, TXDisclaimerAll offers
for employment with Wells Fargo are contingent upon the candidate
having successfully completed a criminal background check. Wells
Fargo will consider qualified candidates with criminal histories in
a manner consistent with the requirements of applicable local,
state and Federal law, including Section 19 of the Federal Deposit
Relevant military experience is considered for veterans and
transitioning service men and women.
Wells Fargo is an Affirmative Action and Equal Opportunity
Employer, Minority/Female/Disabled/Veteran/Gender Identity/Sexual
Keywords: Wells Fargo, Irving , Quantitative Associate, Other , Irving, Texas
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