APPLICANTS WITH DISABILITIES

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .

WELLS FARGO RECRUITMENT AND HIRING REQUIREMENTS:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process

Required Qualifications:

• 5+ years of Credit Risk experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, educatio

Desired Qualifications:

• Strong working knowledge in Loss Forecasting, Risk Appetite, CECL, CCAR, P&L evaluation, Consumer Risk strategies
• Strong programming skillset using analytical tools including SAS, Python, R, Tableau, PowerBI
• Strong understanding of RCSA, Data Management Policy and/or Model Risk Policy
• Excellent project management skills in managing multiple projects with challenging timelines
• Excellent written and verbal communication skills; ability to clearly narrate results and recommendations to management
• Proven ability to adapt to change in requests and/or requirements, raised with short deadlines
• Excellent collaboration skills
• Post-graduate degree with an emphasis in a quantitative discipline such as economics, finance, mathematics, or statistic

Wells Fargo is seeking a Lead Credit Risk Officer, aligned to the Credit Card Loss Forecasting, Risk Appetite and Reporting Analytics group within the Merchant and Credit Card Credit Risk Office.
This Lead Credit Risk Officer will report to the Senior Manager leading the Consumer Credit card products, with functional alignment within Transformation Risk. This individual will be responsible for Transformation Risk and associated analytics across all Card products, in support of continued process evolution across the organization to better serve partners, be more efficient in delivery, and to strengthen risk oversight provided by this group.

In this role, you will:

• Serve as subject matter expert for the design and implementation of Loss Forecasting architecture, including process optimization
• Identify and recommend opportunities for transformation of data into actionable information that drives business outcomes, strategies, and risk control development
• Enhance existing processes; develop business requirements for process changes; prepare Change Management documentation and present recommendations to key stakeholders
• Partner with cross enterprise risk analysts in development of loss forecasting architecture
• Be responsible for process production, data reconciliation, and process documentation in alignment with policy governance
• Lead complex initiatives related to portfolio loss forecasting, stress testing, allowance, and risk appetite for credit cards
• Inform Credit Strategy teams on loss trends to influence credit policy and Risk Appetite
• Resolve data, production, business modeling, and lead team to meet deliverables while leveraging solid understanding of risk reporting policies, model risk management procedures, regulatory requests, and compliance requirements
• Mentor less experienced associates on proper procedures and by sharing data/business knowledge across the team

Required Qualifications:

• 5+ years of Credit Risk experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• Strong working knowledge in Loss Forecasting, Risk Appetite, CECL, CCAR, P&L evaluation, Consumer Risk strategies
• Strong programming skillset using analytical tools including SAS, Python, R, Tableau, PowerBI
• Strong understanding of RCSA, Data Management Policy and/or Model Risk Policy
• Excellent project management skills in managing multiple projects with challenging timelines
• Excellent written and verbal communication skills; ability to clearly narrate results and recommendations to management
• Proven ability to adapt to change in requests and/or requirements, raised with short deadlines
• Excellent collaboration skills
• Post-graduate degree with an emphasis in a quantitative discipline such as economics, finance, mathematics, or statistics

Posting Locations:

• 2200 Concord Pike - Wilmington, Delaware
• 1445 Ross Ave - Dallas, Texas
• 401 S. Tryon Street - Charlotte, North Carolina
• 1150 W. Washington - Tempe, Arizona

Job Expectations:

• Ability to work at one of the approved locations in the job posting.
• This position currently offers a hybrid work schedule.