This role leads the Deposits Modeling team within BSIRRM to develop quantitative models that capture behavioral features of deposits products in dynamic economic conditions
Job Summary
This role leads the Deposits Modeling team within BSIRRM to develop quantitative models that capture behavioral features of deposits products in dynamic economic conditions.
The successful candidate will manage a team of analysts responsible for forecasting deposits balances, attrition, and rate sensitivity to optimize Net Interest Income and interest rate risk profiles.
Treasury at Wells Fargo ensures sufficient capital and liquidity resources while providing key information to regulators and senior leaders to support strategic planning and risk management.
Matching Summary
This role leads the Deposits Modeling team within BSIRRM to develop quantitative models that capture behavioral features of deposits products in dynamic economic conditions.
Skills & Requirements
Must-have
8+ years quantitative analytical experience
4+ years management or leadership experience
Master's degree in quantitative discipline
Deposits balance forecasting model development
Interest rate risk (IRR) management expertise
Model validation governance adherence
Nice-to-have
PhD in quantitative discipline
Experience with Python, SAS, R, and SQL
Knowledge of regulatory requirements for model risk
Strong interpersonal and communication skills
Ability to thrive in fast-paced environment
Key Requirements
8+ years Quantitative Analytical experience
4+ years management or leadership experience
Master's degree or higher in quantitative field
Experience with regularization and ARIMA models
Knowledge of Funds Transfer Pricing and Stress Testing