Risk Management Consultant 2
Wells Fargo (Oakland/East Bay, California)

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Job Description: The Wells Fargo Home Equity Basel Risk Management team is seeking a talented individual to join our group and play an active role in Basel modeling (PD, ELGD, EAD, ELAO, LEQ, and etc.). Responsibilities include, but not limited to, complex data management, data driven risk segmentation, forecasting, program optimization, statistical/econometric modeling, and model validation. You will have the opportunity to communicate and update senior management from Home Equity and Diversified Product Group and auditors/examiners from WFAS, RAR, CCA and OCC.
Minimum Qualifications: - Advanced degree in a quantitative discipline such as economics, statistics, finance, and mathematics - Minimum of 3 years of work experience in analytical/modeling position - Experienced SAS programmer and user of SAS modeling tools (including E-Miner) - Good verbal and written communication and presentation skills
Preferred Skills: - Work experience with a financial institution - SQL programming experience
How to Express Interest in This Job: Wells Fargo invites you to apply for this job at https://employment.wellsfargo.com/psp/PSEA/APPLICANT_NW/HRMS/c/HRS_HRAM.HRS_CE.GBL?Page=HRS_CE_HM_PRE&Action=A&SiteID=1&Opening=3217339. We do not acknowledge the Monster.com Online Application.

WELLS FARGO IS AN AFFIRMATIVE ACTION AND EQUAL OPPORTUNITY EMPLOYER M/F/D/V.