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 bank's 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 Fargo's Risk, Treasury, or Finance groups.

• 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 firm's 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 Fargo's 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

• 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
• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

• 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.

• 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

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

• Health benefits
• 401(k) Plan
• Paid time off
• Disability benefits
• Life insurance, critical illness insurance, and accident insurance
• Parental leave
• Critical caregiving leave
• Discounts and savings
• Commuter benefits
• Tuition reimbursement
• Scholarships for dependent children
• Adoption reimbursement