About this role:

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 supports the design, governance, and reporting batch within CoRS. This role serves as a senior individual contributor responsible for CIB products within CoRS, while partnering closely with Risk, Technology, Operations, and Governance teams. Learn more about our career areas and business divisions at wellsfargojobs.com.

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.

• Experience supporting CIB products
• Experience acting as a risk product owner or lead contributor on technology change initiatives.

• 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:

• Required location listed below. Relocation assistance is not available for this position.

• This position is not eligible for VISA sponsorship

Posting Location:

• 550 S. Tryon Street - Charlotte, North Carolina

Posting End Date:

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