Senior Quantitative Model Solutions Specialist
Wells FargoMatch Score
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Job Description
Structured overview of role & requirementsAbout This Role
Lead and perform complex activities related to credit risk and PPNR model monitoring, production, and analytics including for ACL, CECL, IFRS9, Basel, and CCAR processes.
Develop and implement dynamic dashboards and analytical frameworks to evaluate model performance and key risk parameters in the commercial business vertical.
Lead large-scale projects focused on model optimization, documentation standardization, and control processes for credit and balance models.
Minimum Requirements
4+ years of experience in quantitative solutions engineering, model solutions, or quantitative model operations.
4+ years in credit risk model monitoring, production, and analytics.
Bachelor’s degree or higher in applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences.
Strong programming skills in Python, Tableau, and SAS.
Ideal Candidate Profile
Experienced in leading credit risk model monitoring and forecasting projects within regulated banking environments involving ACL, CECL, IFRS9, Basel, and CCAR processes.
Skilled in developing dashboards and frameworks for model performance evaluation and documentation standardization with focus on controls and compliance.
Able to manage complex projects in dynamic, high-pressure environments meeting deadlines and governance standards.