Quantitative Analytics Manager - Credit Scoring Model Validation

About this role:
Wells Fargo's Model Risk Management (MRM) organization is seeking a Quantitative Analytics Manager to join its Decision Science and Artificial Intelligence (DSAI) Group to support model risk management for Credit Scoring Model Validation . The responsibilities of the DSAI Group include an end-to-end responsibility of managing the model risk over the model lifecycle including risk tiering, validation, and performance monitoring, etc. In this specific position, the manager shall focus on models built in house and by third parties primarily for the purpose of Commercial Credit Scoring, Credit Loss Estimate, and Home Lending Credit Scoring models.
This highly visible position requires strong risk management and technical expertise, along with the ability to build strategic partnerships across the enterprise. Effective communication with technical staff, senior management, auditors, and regulators is crucial. The role operates in a fast-paced environment, necessitating multitasking and meeting strict deadlines to ensure policy adherence and effective model risk management. The team operates in a fast-paced environment and the ability to multi-task and meet strict timelines is critical to ensure policy adherence and effective model risk management.
In this role, you will:

• Manage a team of highly experienced model risk professionals and deliver on the team's book of work.
• Be responsible for end-to-end model risk management, including model identification, model risk ranking, validation, performance monitoring, model change management, model use and governance for a suite of models covering commercial credit scoring models, credit loss estimate models, and home lending credit scoring models.
• Examine and disseminate best practices across validation teams to drive continuous improvement in model validation quality, processes, procedures, validation libraries, technical infrastructure, standards, and automation.
• Proactively identify efficiency opportunities and execute strategic initiatives in collaboration with peer teams.
• Formulate structures, processes and training to help validation team members transition from a validation centric role to a model risk management centric function.
• Stakeholder management: engage both internal (developers, risk managers, auditors) and external (regulators) stakeholders to communicate model risk management process and standards.
• Identify and work to reduce model risk according to Bank's model risk policies and standards.
• Proactively manage talent within the team and contribute to managing the broader talent landscape of quantitative roles across the bank.
• Bring thought leadership to the MRM group and to the broader quant community in the bank.

Required Qualifications:

• 4+ 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:

• Previous model development or validation experiences in credit scoring and loss forecasting.
• Knowledge of regulatory requirements: SR 11-7, industry standards on model validation, model governance, extensive expertise and keen insight on the model risk management process and future directions, expertise in defining model performance metrics and risk reduction techniques.
• Master's degree or higher in statistics, economics, computer science, optimization, mathematics, or a related quantitative discipline.
• A wide knowledge of modeling techniques and uses; in-depth knowledge of AI and ML methodologies.
• In-depth knowledge of credit scoring and loss forecasting models.
• Strong computing and programming background and knowledge of one or more languages such as Python.
• Experience with AI/ML computing platforms and tools.
• Excellent oral, written, and interpersonal communication skills, with an ability to communicate effectively to audiences of varying technical maturity.

Job Expectations:

• Ability to travel up 5-10% of the time.
• This position offers a hybrid work schedule.
• Willingness to work onsite at stated location on the job posting.

Job Location:

• Three Wells Fargo Center, 401 S Tryon St, CHARLOTTE, NC

Posting End Date:
10 Aug 2025
*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 unit's risk appetite and all risk and compliance program requirements.
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