Lead Quantitative Model Solutions Specialist(Gen AI)

About this role: Wells Fargo is seeking a Lead Quantitative Model Solutions Specialist for the Retail portfolios. In this role, you will: Lead complex, large-scale model maintenance, optimization, and planning initiatives related to operational processes, controls, reporting, testing, implementation, and documentation Review and analyze complex multi-faceted model operations and optimization challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors  Develop model processes and optimization strategies for short- and long-term objectives; support and provide insights regarding a wide array of business initiatives Make decisions in complex and multi-faceted situations requiring solid understanding of agile development Influence global assessment of model maintenance schedules inclusive of engineering, structure, and scope of review following the System Development Life Cycle process, quality, security, and compliance requirements Strategically collaborate and consult with peers, colleagues, and managers to resolve issues and achieve goals Required Qualifications: 5+ 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 Desired Qualifications: 5+ 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 Bachelors degree from a premier institute or Masters/PhD degree in quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences 5+ 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