Market Risk Cons 2

Job Description
At Wells Fargo, we have one goal: to satisfy our customers' financial needs and help them achieve their dreams. We're looking for talented people who will put our customers at the center of everything we do. Join our diverse and inclusive team where you'll feel valued and inspired to contribute your unique skills and experience.
Help us build a better Wells Fargo. It all begins with outstanding talent. It all begins with you.
Corporate Risk helps all Wells Fargo businesses identify and manage risk. We focus on three key risk areas: credit risk, operational risk and market risk. We help our management and Board of Directors identify and monitor risks that may affect multiple lines of business, and take appropriate action when business activities exceed the risk tolerance of the company.
This position will be focused primarily on market risk and counterparty credit stress testing, including Comprehensive Capital Analysis and Review (CCAR) and the FR Y-14Q (Schedule F) regulatory submissions.
Major responsibilities will include:

  • Working with Technology, Risk Analytics, Market Risk Oversight, and Market Risk Reporting teams to ensure the accuracy and integrity of market risk stress reporting
  • Preparing presentation materials for reporting to senior management and regulators, particularly risk identification, scenario design, and results for CCAR
  • Coordinating and producing documentation in accordance with existing governance policies
  • Producing daily CCAR reports and providing analysis regarding changes in sensitivities and stress results
  • Monitoring and enhancing stress testing tools, procedures, governance and controls, and infrastructure necessary for accurate submission and governance of regulatory reports
**Charlotte will be the only location considered

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Required Qualifications
  • 2+ years of capital markets experience, desk analyst experience, or a combination of both


Desired Qualifications
  • Intermediate Microsoft Office skills
  • Strong analytical skills with high attention to detail and accuracy
  • Excellent verbal, written, and interpersonal communication skills
  • Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
  • A BS/BA degree or higher in a quantitative discipline


Other Desired Qualifications
  • Familiarity with multiple asset classes, trading products, and market risk management concepts
  • Strong understanding of capital market products and market risk management concepts such as Greek sensitivities and stress loss estimation
  • Strong Microsoft Office skills, particularly in Excel, PowerPoint, and Word
  • Proficiency with SQL
  • Knowledge and understanding of CCAR/DFAST stress testing and FR Y-14Q requirements
  • Proficiency with internal valuation and risk management technology platforms
  • Initiative to drive improvements in processes and controls
  • Ability to work effectively, as well as independently, in a team environment
  • Experience in gathering, analyzing and interpreting large datasets
  • Strong problem solving skills to quickly identify and resolve issues
  • Demonstrated skill improving and automating complex analytical frameworks and processes
  • Proficiency with Microsoft Access and VBA


Disclaimer

All offers for employment with Wells Fargo are contingent upon the candidate having successfully completed a criminal background check. Wells Fargo will consider qualified candidates with criminal histories in a manner consistent with the requirements of applicable local, state and Federal law, including Section 19 of the Federal Deposit Insurance Act.



Relevant military experience is considered for veterans and transitioning service men and women.

Wells Fargo is an Affirmative Action and Equal Opportunity Employer, Minority/Female/Disabled/Veteran/Gender Identity/Sexual Orientation.

CORP RISK/CORPORATE RISK
0076814 CORP RISK/CORPORATE RISK


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