Julia Sumner Email and Phone Number

Manage Model Operations team within Risk Modeling Group responsible for operation activities for quantitative and qualitative models within loss, deposit, PPNR, and Resolution & Recovery forecasting.

• Design, create and validate economic and loss forecast materials for the year-end and mid-cycle Comprehensive Capital Analysis and Review (CCAR) stress tests for presentation to senior management and external regulators, leveraging Cognos TM1 and Perspectives tools. • Author and co-author components of the CCAR Capital Plan submission, including the Graded Commercial Portfolio Challenge meeting minutes and primary results narrative, and validate all STARE produced figures across the credit narrative submissions.• Partner with the Commercial modeling team to support stress test data gathering, analytics and reporting activities, including the Graded Commercial challenge meeting deck which analyzes loss forecasts by economic scenario and portfolio quality.• Provide analysis and data support for regulator questions following each CCAR submission.

• Partner across Risk, Finance and Lines of Business to ensure timely and accurate implementation of credit capital models.• Perform analytics to determine adequate capital coverage by comparing Expected Loss to the Allowance for Credit Loss.• Participated in design and implemented CCAR Stress Testing Process for Retail Basel Capital.• Support Commercial and Retail Basel AVC analysis and recommendations.• Develop and maintain Concentration Monitoring reports and triggers meeting Basel II requirements.• Participate in Country Risk Reporting and creation of quarterly Country Risk Committee deck.

• Analyzed combined portfolio for newly formed concentration risk in geographies, industries, and property types.• Built relationships across Businesses and created monthly analysis for Wealth partners. • Provided in-depth analysis, outlook, and risk mitigation on bank’s nonperforming assets.• Created a process identifying 90 day delinquent loans outside of nonperforming leading to a reduction in delinquency for Wells Fargo.• Performed validation on database created to merge Wachovia and Wells Fargo credit data.• Participated in due diligence exercises to help value potential acquisitions.

Created monthly credit risk asset quality reports to brief senior risk managers and regulators on internal commercial asset quality and long term trends of the portfolio. Provided research and analytical support to team's macro hedge portfolio manager. Performed ad-hoc peer analysis by analyzing financial statements.Analyzed industry concentrations across the bank and created a system of risk ratings. Co-led initiative in creating hedging proposals for at-risk sectors.Co-developed loss forecasts across asset classes and monitored changes in loss forecasts and macro economic assumptions. Collected and analyzed data used in loss models.

Participated in developmental program which included functional, professional, and leadership training.Gained a broad based knowledge of risk management through seminars, classroom training, self study and exposure to senior leaders.Spent the majority of my time with the Credit Strategies Group and assisted in team projects, research, and analytics.