Deep learning methods have gained popularity in recent years through the media and the relative ease of implementation through open source packages such as Keras. We investigate the applicability of popular recurrent neural networks in forecasting call center volumes at a large financial services company. These series are highly complex with seasonal patterns - between hours of the day, day of the week, and time of the year - in addition to autocorrelation between individual observations. Though we investigate the financial services industry, the recommendations for modeling cyclical nonlinear behavior generalize across all sectors. We explore the optimization of parameter settings and convergence criteria for Elman (simple), Long Short-Term Memory (LTSM), and Gated Recurrent Unit (GRU) RNNs from a practical point of view. A designed experiment using actual call center data across many different "skills" (income call streams) compares performance measured by validation error rates of the best observed RNN configurations against other modern and classical forecasting techniques. We summarize the utility of and considerations required for using deep learning methods in forecasting.