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Quantitative Model Solutions Senior Manager

https://www.wellsfargo.com/ Logo

Wells Fargo

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Location:
India , Bengaluru

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Category:
IT - Software Development

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Contract Type:
Not provided

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Salary:

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Job Description:

Wells Fargo is seeking a Quantitative Model Solutions Senior Manager

Job Responsibility:

  • Manage and develop teams of individual contributors and managers with a focus on moderately complex model operational and optimization processes, controls, metric development, reporting, and testing strategies engaging and influencing internal partners and peers
  • Drive effectiveness through transformational synchronization of opportunity needs and pragmatic operational considerations, balancing knowledge of modern technology and the regulatory climate
  • influence design thinking, methodology, optimization, and processes for moderate to high-risk model operations
  • Utilize advanced mathematics to synthesize and communicate concepts into business opportunities for consideration by key stakeholders related to model maintenance and optimization
  • Determine appropriate strategy and actions with partners, business leaders, and executive steering committees to meet moderate to high-risk deliverables
  • interpret and develop policies, procedures, and standards
  • Provide ad hoc operational and design support and troubleshoot when needed
  • Collaborate and influence all levels of professionals, including senior managers and interact directly with partners within risk, legal, and outside counsel
  • Manage allocation of people and financial resources to ensure commitments are met and align with strategic objectives in Quantitative Model Solutions
  • Develop and guide a culture of talent development to meet business objectives and strategy
  • Manage a team responsible for Credit Risk & PPNR model monitoring, and forecasting for Commercial portfolio
  • Manage multiple stakeholders and relationships for different engagements of the team
  • Lead large-scale projects related to implementation, execution and monitoring of CECL, IFRS9, Basel and CCAR stress testing models for Commercial portfolio
  • Lead and perform various complex activities related to predictive modeling. Provide analytical support for developing, evaluating, implementing, monitoring and executing credit and PPNR models
  • Guide the team in developing dynamic dashboards
  • analyze key risk parameters to help understand changes in business and model performance
  • Identify opportunities for strategic and infrastructure projects. Design and deliver process improvements, standardization, rationalization and automations. Enhance and standardize performance analysis, reporting packages and business loss forecast processes
  • Develop frameworks for documentation of development, implementation and monitoring processes across the team with focus on standardization of controls
  • Recommend insights and actions to be considered by management relative to the development of strategy, policies, procedures and organizational controls and with model users, developers, validators and technology

Requirements:

  • 7+ 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
  • 3+ years of management or leadership experience
  • 7+ years of overall experience with 3+ years of leadership experience
  • 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
  • 6+ 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 Commercial portfolios
  • 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

Additional Information:

Job Posted:
May 04, 2026

Expiration:
May 04, 2026

Employment Type:
Fulltime
Work Type:
On-site work
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