Senior Market Risk Specialist

Senior Market Risk Specialist

Wells Fargo is seeking a Senior Market Risk Specialist to join the Enterprise Counterparty Risk Management (ECRM) Risk Architecture team. The ECRM Risk Architecture team is responsible for the design, oversight, and counterparty risk infrastructure, within CoRS (Counterparty Risk System). This role serves as an individual contributor specializing in Derivatives (Interest Rate, Equity, FX, Credit, and Commodity), Security Trading or Security Finance within CoRS, while partnering closely with Risk, Technology, Operations, and Governance teams.

In this role, you will:

• Support and maintain ECRM risk architecture components, including system-of-record definitions, data lineage, feed classifications, and architectural documentation.
• Partner with Risk Analytics, Technology, and Production Support to ensure accurate, complete counterparty risk data into CoRS.
• Perform impact and materiality assessments for CoRS monthly releases
• Act as an L1 product owner or key contributor for technology initiatives impacting ECRM and CIB, including intake, prioritization, and delivery of work into the ECRM book of work.
• Support risk and control execution, including ownership or contribution to controls.
• Participate in audit, regulatory, and risk review engagements by providing documentation, analysis, and subject-matter expertise related to ECRM architecture and data flows.
• Communicate complex risk architecture and data topics clearly to stakeholders across Risk, Technology, and Operations.

Required Qualifications:

• 4+ years of experience in one or a combination of the following: trading, desk analyst, Capital Markets, market risk, interest rate risk or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education.

Desired Qualifications:

• Working knowledge of counterparty credit risk measurement, including PFE, EPE, and CVA, with experience applying Basel regulatory concepts to exposure monitoring, reporting, and risk assessment.
• Experience with a variety of asset classes and types of trading products including some, or all, of the following: Derivatives; Interest Rate, Equity, FX, Credit, and Commodity, Security Trading or Security Finance.
• Strong SQL and Data Analysis skills.
• Experience producing business requirements (BRD), including research and analysis.
• Familiarity with Credit and, or Market risk methodologies, including valuation, Monte Carlo, Greeks, VaR, and other risk systems.
• Experience with UAT testing including planning, execution and documenting of results.
• CFA and, or PRM, or FRM certification is preferred.
• Undergraduate degree in finance, economics, business, mathematics, or a quantitative, technical or related field.

Job Expectations:

• Willingness to work on-site at stated location on the job opening.
• This position offers a hybrid work schedule.
• This position is not eligible for Visa sponsorship.
• This position is subject to FINRA background screening requirements. Candidates must successfully complete and pass a background check prior to hire. In accordance with FINRA rules, individuals who are subject to statutory disqualification are not eligible to be associated with a FINRA-registered broker-dealer. Successful candidates must also meet and comply with ongoing regulatory obligations, which include periodic screening and mandatory reporting of certain incidents.

Posting Locations:

550 S Tryon St, Charlotte, NC

Posting End Date:

1 Jun 2026

*Job posting may come down early due to volume of applicants.

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.