Lead Treasury Quantitative Analytics (VP)
Wells Fargo · New York City, New York, US
Wells Fargo is seeking a Quantitative Analytics Vice President to conduct analysis, development, and implementation of the bank stress and forecast models wi...
Job description
About this role: Wells Fargo is seeking a Quantitative Analytics Vice President to conduct analysis, development, and implementation of the bank stress and forecast models within Liquidity Management. The candidate should be particularly adept at Python model implementation and integrated high-performance dynamic modeling. Treasury at Wells Fargo is a dynamic team that is responsible for managing Wells Fargo's balance sheet including capital, liquidity, funding, and interest rate risk management. Treasury seeks to ensure Wells Fargo always maintains sufficient capital and liquidity resources to support growth in the Company's businesses, while also ensuring a satisfactory financial cushion exists to protect against unforeseen stresses in the economic environment or the Company's operations. Treasury also provides regulators, senior leaders, and the Board of Directors with key information to support risk management, financial performance management, and strategic planning. In this role, you will: Build best in class models and tools that directly inform the Liquidity risk position of the firm Self-start and own initiatives including creation, implementation, documentation, validatio...