Senior Treasury Analyst

Wells Fargo is seeking a Senior Treasury Analyst

In this role, you will:

• Manage and support global treasury activities including funding, liquidity risk management, asset and liability management, capital management, financial performance management, and related activities

• Monitor and evaluate global market conditions and provide overall advisory on treasury finance risk

• Be responsible for complex reporting and analytics on treasury finance metrics

• Ensure accurate recurring deliverables are completed and compliant with various treasury risk management regulatory requirements

• Ensure data quality and establish controlled processes

• Collaborate with Internal Audit, Corporate Risk Management and Model Governance teams as well as outside parties including regulatory agencies, accounting and consulting firms

• Make recommendations to more experienced group members and management

• Collaborate and consult with peers, colleagues and managers to resolve issues and achieve goals

• Interact with internal customers

• Receive direction from leaders and exercise independent judgment while developing the knowledge to understand function, policies, procedures, and compliance requirements.

• Support ongoing management, performance monitoring, validation, implementation testing, regressions, transformative development, and other strategic activity for quantitative and qualitative models. The models are utilized in performing forecasting, stress-testing and other advanced analytics activity across numerous fixed income asset classes. Includes submission of model validations in connection with technological advancements, system transitioning and portfolio activity within IP.

• Correspond with US-based model owners/developers in PSA and partner groups in portfolio management, the mortgage model development center, technology specialists and other stakeholders. Includes responding to model risk findings by model risk partners.    

• Work actively on forecasting income, balance, valuation, risk-weighted assets, liquidity, credit losses and other advanced analytics and balance sheet management across various interest rate and spread scenarios.

• Model testing, analytic framework design, analytic data infrastructure construction and maintenance, and relevant system implementation

• Running KPI monitoring programs, generating reports, executing, and automating valuation impact tests, maintaining testing data, and supporting onshore teams on further investigation for underperforming models/KPIs

• Support team’s performance monitoring, control framework and correspondence with auditor groups.

• Co-lead discussions related to model development processes optimization, database, and tool management.

• Collaborate with onshore teams to create robust testing and monitoring procedures for all models.

• Expert in creation of visualization reports using Power BI, ThoughtSpot, or other visualization tools. Proficiency in PolyPaths is desired, but not required.

• Assist technological advancement of existing and new systems supporting valuation and related analytics as part of the migration to IP’s new Advanced Data and Analytics platform.

• Ensure accurate recurring deliverables are completed and compliant with various IP risk management, regulatory requirements.

• Receive direction from leaders and exercise independent judgment while developing the knowledge to understand function, policies, procedures, and compliance requirements.

• Participate in discussions related to big data management .

Required Qualifications:

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

Desired Qualifications:

• 7+ years of quantitative analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, education.

• Master’s degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics or computer science

• Strong analytical ability accompanied with impeccable reputation for integrity, accuracy, consistency, big picture orientation and business acumen.

• 4+ years of experience analyzing, modeling, trading, or managing a portfolio of fixed-income products (i.e., mortgage-backed securities, structured products, interest rate swaps)

• 4+ years of experience analyzing, modeling, valuing, and forecasting fixed income securities across multiple asset classes and scenarios (i.e., interest rate risk measures)

• Experience with third party fixed income models (i.e., PolyPaths, QRM, Bloomberg, Calypso)

• Programming ability in R, Python or SQL and familiarity with data science or similar programming/database experience

• Experience with model risk governance and/or model validation in the financial services sector

Job Expectations:

• Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important.

• In-depth understanding of fixed-income products including mortgage-backed securities, structured products, municipal bonds, interest rate swaps and US Treasury bonds

• Understanding of the regulatory landscape for large financial institutions