Quantitative Analytics Manager

About this role: Wells Fargo is seeking a Quantitative Analytics Manager. In this role, you will: Manage a team responsible for the creation and implementation of low to moderate complex financial areas Mitigate operational risk and compute capital requirements Determine scope and prioritization of work in consultation with experienced management Participate in the development of strategy, policies, procedures, and organizational controls with model users, developers, validators, and technology Make decisions and resolve issues regarding operational risks and enable decision making in business, product, marketing, or other functional areas Manage a team comprised of quantitative analysts and credit risk analysts Interact with internal and external audit or regulators Manage allocation of people and financial resources for Quantitative Analytics Mentor and guide talent development of direct reports and assist in hiring talent Required Qualifications: 5+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 2+ years of leadership experience Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, or computer science Desired Qualifications: 5+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 2+ years of leadership experience Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, or computer science Strong technical skills and problem solving skills Advanced programming expertise in SAS/Python Hands-on experience in statistical modeling techniques such as regression, time-series, survival modeling, and machine learning 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      Job Expectations: 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 requirements, industry data sources, regulatory reporting and governance requirements 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 Knowledge and understanding of issues or change management processes Ability to partner and influence senior management teams on critical projects. Ability to prioritize work, meet deadlines, achieve goals and work under pressure in a dynamic and complex environment Lead and develop a high-performing quantitative analytics team to perform various complex activities related to predictive modeling. Provide guidance and analytical support for the development, enhancement and maintenance of PPNR, CECL, Basel, RRP Valuations and CCAR models for Commercial portfolio. Lead and act as a subject matter expert on Commercial portfolio PPNR & RRP models, and provide support on Commercial Credit models Drive incorporation of emerging risk factors, portfolio dynamics, and macroeconomic relationships into forecasting frameworks. Lead the development of dynamic dashboards and reporting solutions that provide visibility into forecast performance, model diagnostics, portfolio trends, and key risk indicators. Partner with various stakeholders in line of business, model implementation, monitoring and production team, Model Risk Management, Model Governance to ensure flawless and timely delivery of models in compliance with Model Risk Policies and regulatory