Executive Director Treasury Model Risk Quantitative Analytics Senior Manager

About this role:

Wells Fargo is seeking a highly skilled and experienced Senior Quantitative Analytics Manager ( Executive Director - Treasury Model Risk ) to join its dynamic Model Risk Management team. This role plays a crucial part in shaping the banks risk management strategies by overseeing model risk to ensure models are robust compliant and effective at supporting business decisions across Treasury functions including uses related to liquidity risk interest rate risk funds transfer pricing and capital planning. The Senior Quantitative Analytics Manager serves as an internal authority on model governance and validation interacts regularly with senior leadership and influences the direction of risk management across the organization. This position offers significant opportunities for personal and professional growth through exposure to complex financial models and high-level decision making with interactions with executive leadership roles within Wells Fargos Risk Treasury or Finance groups.

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Key Responsibilities

As a Senior Quantitative Analytics Manager ( Executive Director - Treasury Model Risk ) you will manage a team of model risk professionals and work closely with other quantitative analytics managers who oversee model risk across Treasury and Business Planning functions. You will also collaborate with model risk officers across other model types (e.g. Market Risk Credit Risk AI/ML NLP) on a variety of model risk management projects and initiatives.

• Model Risk Oversight: Lead the identification assessment and management of model risk end-to-end through the model risk lifecycle including model classification risk ranking validation performance monitoring and retirement in alignment with the firms Model Risk Management Policy and Procedures.

• Independent Model Challenge: Coordinate and conduct comprehensive model validations for Treasury-related models ensuring accuracy completeness and sound methodology. Provide rigorous challenge and independent review of model assumptions inputs outputs and limitations. Evaluate model level controls for adequacy and effectiveness.

• Stakeholder Engagement: As the key point of contact for your assigned model portfolio collaborate with Treasury Risk Finance and Technology teams to facilitate communication on model risk matters to ensure transparency and alignment on model risk issues. Present findings and recommendations to business line leaders and regulatory stakeholders.

• Governance & Compliance: Maintain adherence to Wells Fargos model risk management policies and procedures as well as regulatory guidance (SR 11-7 OCC 2011-12 and others). Support the implementation and enhancement of model governance frameworks standards and controls. Participate in regulatory exams and respond to inquiries related to model risk practices.

• Thought Leadership: Drive continuous improvement in model risk management practices processes and analytical capabilities. Identify emerging risks evolving regulatory expectations and advancements in modeling techniques. Contribute to the evolution of model risk practices by participating in working groups developing guidance and fostering ongoing learning and innovation within the team.

• Project Management: Manage complex projects from inception through completion balancing competing priorities and managing resources efficiently to deliver projects on time and within scope

Required Qualifications:

• 6 years of Quantitative Analytical experience or equivalent demonstrated through one or a combination of the following: work experience training military experience education

• 3 years of management or leadership experience

• Masters degree or higher in a quantitative discipline such as mathematics statistics engineering physics economics or computer science

Desired Qualifications:

• Extensive experience in model development validation or risk management within financial services.

• Seasoned professional with exceptional management experience to lead and drive strategic initiatives across cross-functional teams

• Deep understanding of quantitative modeling techniques and regulatory frameworks (e.g. SR 11-7 OCC 2011-12) and banking industry standards.

• Strong hands-on experience with large bank Treasury functions processes and models including liquidity interest rate risk capital planning and funds transfer pricing functions.

• Proficiency in quantitative modeling tools and languages (e.g. SAS Python R MATLAB SQL).

• Knowledge of current trends in machine learning artificial intelligence and advanced analytics in financial institutions.

• Experience in regulatory examinations and interaction with auditors or regulators.

• Prior experience in a Model Risk Officer or similar oversight role.

• Exceptional written and verbal communication abilities with experience presenting technical topics to non-technical audiences and senior executives.

• Outstanding analytical critical thinking and problem-solving skills.

• Demonstrated ability to manage complex projects and deliver results under tight timelines.

• Proven leadership abilities including mentoring team members influencing stakeholders and driving organizational change.

Job Expectations:

• Ability to travel up to 15% of the time.
• This position offers a hybrid work schedule.
• Willingness to work onsite at stated location on the job posting

Job Locations

• Three Wells Fargo Center 401 S Tryon St CHARLOTTE NC
• 600 Wells Fargo Minneapolis 600 S 4th St MINNEAPOLIS MN

Pay Range

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements skills experience or work location. The range listed is just one component of the compensation package offered to candidates.

Posting End Date:

*Job posting may come down early due to volume of applicants.

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 units risk appetite and all risk and compliance program requirements.

Applicants with Disabilities

To request a medical accommodation during the application or interview process visitDisability Inclusion at Wells Fargo.

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

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.