Market Risk Associate - Market and Counterparty Risk Management

About this role:
This position is offered by the stress testing team within Market and Counterparty Risk Management. The stress testing team leads the regulatory and BAU stress testing initiatives and works across lines of businesses to develop leading risk management and risk measurement practices, leads CCAR initiatives, risk identification, scenario design, execution, and strategic infrastructure development.
This position will have two-fold responsibilities. The candidate will provide project management support across trading and counterparty regulatory CCAR and BAU deliverables. The role will require developing project plans, coordinating execution across key stakeholders, and provide documentation support for critical deliverables. Additionally, the role will also involve developing specialization towards the Firm's trading portfolios and provide oversight over the portfolio's stress results.
The ideal candidate should have knowledge of traded products, regulatory CCAR/14Q deliverables, proven ability to work across business specialists and technology, and strong written and oral skills.
In this role, you will:

• Build and maintain project plans for CCAR and other regulatory deliverables.
• Provide support for documentation of key regulatory reports.
• Develop and maintain stresses across Private and Public Equity portfolios.
• Perform regular analysis and provide oversight over the changes in stress results.
• Design, validate, and implement market stress scenarios for CCAR/14Q and Internal risk management. Quantify and challenge risk factor shift amounts.
• Develop and manage relationships with multiple business partners across lines of business, risk oversight officers, internal audit, technology, and risk analytics groups.
• Understand relevant business, regulatory, and risk requirements pertaining to market risk stress testing and participate in ongoing audit, and regulatory exams.

Required Qualifications:

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

Desired Qualifications:

• Experience with data querying languages (e.g., SQL), tools to work with large complex data sets, and programming languages (e.g., Python) to run analysis
• Knowledge and understanding of CCAR/DFAST stress testing and FR Y-14Q requirements
• Working knowledge of systems, grasp over SQL and programming languages
• Bachelor's degree in quantitative discipline such as finance, or mathematics
• Experience working with regulators and internal audit teams
• Highly organized and able to prioritize multiple tasks, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
• Understanding of trading products across multiple asset classes as well as market and counterparty risk management concepts
• Excellent verbal, written, and interpersonal communication skills
• Advanced Microsoft Office skills

Posting Locations:

• 550 S. Tryon Street - Charlotte, North Carolina

Job Expectations:

• Required location listed above. Relocation assistance is not available for this position.
• This position currently offers a hybrid work schedule.
• This position is not eligible for VISA sponsorship.
• This position is subject to FINRA Background Screening Requirements, including successful completion and clearing of a background check. Internal transfers are subject to comply with 17 CFR 240.17f-2 of the Securities Exchange Act of 1934 and FINRA Bylaws, Article III, Section 3, which states that Associated Persons should not be subject to statutory disqualification. Successful candidates must also meet ongoing regulatory requirements including additional screening and are required to report certain incidents.
• Specific compliance policies may apply regarding outside activities and/or personal investing; affected employees will be expected to provide information to the Wells Fargo Personal Account Dealing Team and abide by applicable policy requirements if hired. Information will be shared about expectations during the recruitment process.

Posting End Date:
17 Feb 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.
Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements.
Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.
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To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .
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