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Wells Fargo & Company is a diversified financial services company providing banking, insurance, investments, mortgage, and
consumer and commercial finance through more than 9,000 stores and 12,000 ATMs and the Internet (wellsfargo.com
and wachovia.com) across North America and internationally.
We’re headquartered in San Francisco, but we’re decentralized so every local Wells Fargo store is a headquarters for satisfying all our customers’ financial needs and helping them succeed financially. One in three households in America does business with Wells Fargo. Wells Fargo has $1.3 trillion in assets and approximately 275,000 team members across our 80+ businesses. We ranked fourth in assets and second in market value of our stock among our U.S. peers as of June 30, 2011.
Our vision: “We want to satisfy all our customers’ financial needs and help them succeed financially.”
Learn More about Wells Fargo
Company website
Wells Fargo's Consumer Lending Group (CLG) is an industry leader in supporting homeowners and consumers. We put customers at the center of all that we do. We make every decision and design every product and service with our customers in mind. If it's not good for our customers, then it s not good for Wells Fargo.
It starts with you. We must attract, develop, retain and motivate the most talented people those who care and who work together as partners across business units and functions. We believe everyone on our team is important and deserves respect for who they are and how they contribute to our success.
The CLG team includes our home mortgage, home equity, consumer credit card, personal loans and lines, direct auto, dealer services and commercial auto, retail services and education financial services businesses.
Our WFHM Basel Loss Modeling group is seeking an experienced risk management consultant III to support the development and maintenance of probability of default and Loss given default models that support the Basel reporting process for the legacy WFHM portfolio. We are looking for individuals with strong credit risk modeling experience, strong SAS programming, analytical and quantitative skills.
Specific tasks may include:
• Development and validation of probability of default (PD), loss given default (LGD) under the framework of Basel II
• Development and maintenance of Credit Risk Grades
• Perform ongoing monitoring summary reports and backtesting
• Prepare ad-hoc analysis and reporting as requested
• Collaborate with key business models users to ensure models are business driven, properly implemented and run
• Respond to ongoing analytical requests from auditors and regulatory reviewers
* Basic Qualifications:
7+ years risk experience.
* Minimum Qualifications:
- Masters degree or Ph D in a quantitative discipline such as decision sciences, economics, statistics, finance, and mathematics Minimum 5 years of credit risk modeling/analytical experience in banking or financial service industry Strong analytical and quantitative problem-solving skills, excellent communication skills, and possess a results-driven attitude committed to the highest quality work. Possess strong SAS programming skills Experience in working with large datasets and performing complex data manipulations in SAS. Demonstrated ability to work across organizational boundaries and well developed interpersonal skills* Preferred Skills: Ph.D. in finance, economics, statistics, operations research, or other quantitative disciplines 7 years of experience in credit risk modeling in banking or financial service industry Retail Basel II and/or Economic Capital modeling experience Background in Mortgage Risk Management and Analysis Intellectual Curiosity Develops own creative ideas and can evaluate and endorse other s ideas
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