Lead Quantitate Modelling Specialist

About this role: Wells Fargo is seeking a Lead Quantitate Modelling Specialist. In this role, you will: Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory Qualify monitor markets and forecast credit and operational risks Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Identify structure and scope of review Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies Required Qualifications: 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Bachelor's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Required Qualifications: Overall experience around 5+ years 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 5+ years of experience in credit risk analytics 5+ years of advanced programming expertise in Python, Tableau and Power BI 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 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 and perform various complex activities related to model monitoring, production and model analytics. Provide analytical support for developing, evaluating, implementing, monitoring and executing credit and PPNR models across commercial business vertical Lead large-scale projects. Develop, implement, execute and monitor credit ACL, CECL, IFRS9, Basel and CCAR models for commercial portfolios Lead model monitoring, production and analytics for credit and balance models Develop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance Develop frameworks for documentation of development, implementation and monitoring processes across the team with focus on standardization of controls Responsibilities: 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 consumer and commercial business verticals Lead large-scale projects. Develop, implement, execute and monitor credit ACL, CECL, IFRS9, Basel and CCAR models for commercial portfolios Lead Monitoring, implementation and Production of Credit and Balance Sheet Modeling with focus on balance forecasting,