About this role:

Wells Fargo is seeking an Associate to support the Portfolio Strategy & Credit Administration and Capital Optimization & Returns teams within the Corporate & Investment Bank (CIB). This role plays a key part in managing the CIB credit portfolio, evaluating capital deployment, and supporting leadership with high‑quality insights and materials. This unique opportunity provides exposure from both a risk management/strategy as well as business capital and returns perspective. The Associate will collaborate with partners across Coverage, Underwriting, Corporate Treasury, Finance, and Enterprise Risk to support disciplined portfolio management, strategic growth strategy, and improved returns. This position is suited for individuals with strong analytical skills, exceptional Excel and PowerPoint capability, and an interest in capital, credit, and portfolio strategy.

In this Role, you will support:

Capital Optimization

• Assist in evaluating return on capital for new and existing transactions
• Utilize profitability and pricing tools to assess capital efficiency
• Contribute to efforts that improve capital deployment, enhance return frameworks, and strengthen data quality

Portfolio Strategy & Credit Administration

• Monitor portfolio trends, credit policy exceptions, industry exposures, and emerging risk themes
• Assist in regulatory reporting processes, limit framework tracking, and enterprise‑wide portfolio routines

Analytics, Reporting & Presentations

• Develop and maintain standardized reporting, dashboards, and recurring analytics for portfolio performance, capital usage, industry trends, and asset quality
• Analyze client‑level, industry‑level, and portfolio‑level data to support capital allocation, RWA assessments, regulatory capital considerations, return analyses, and inherent risk management
• Produce polished, executive‑ready PowerPoint presentations for senior management, capital and risk committees, and cross‑functional forums
• Assist on materials related to spread performance, loan origination trends, repricing, and macro portfolio outcomes

Cross‑Functional Collaboration

• Partner with Underwriting, Treasury, Coverage, Finance, and Risk to gather inputs and create materials for transaction and portfolio reviews
• Participate in cross‑functional initiatives aimed at enhancing portfolio monitoring, standardizing analytics, and improving reporting infrastructure

Required Qualifications:

• 2+ years of Corporate Banking Relationship Management experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

• Proficient understanding of wholesale credit, capital markets, corporate lending, and regulatory capital concepts
• Working knowledge of portfolio management practices, RWA methodologies, or profitability frameworks
• Experience working with large datasets or reporting/BI tools
• Demonstrated interest in developing expertise in capital optimization, portfolio strategy, and credit risk
• Strong Excel skills (modeling, financial calculations, data analysis)
• Strong PowerPoint skills, with the ability to produce executive‑ready presentations
• Strong analytical, problem‑solving, and organizational skills
• Excellent verbal, written, and interpersonal communication skills
• Ability to work independently, manage multiple priorities, and collaborate across teams

Job Expectations:

• Willingness to work on-site in accordance with current office requirements
• Registration for Securities Industry Essentials (SIE) exam must be completed within 90 days of hire date if it is not available for transfer upon hire.
• Registration for FINRA Series 63 must be completed within 90 days of hire date if it is not available for transfer upon hire.
• Registration for FINRA Series 79 must be completed within 90 days of hire date if it is not available for transfer upon hire.

• 550 S Tryon St - Charlotte, North Carolina 28202

Posting End Date:

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