Senior Interest Rate Valuation Consultant

Wells Fargo Bank • Charlotte, NC

2d • Hybrid

About The Position

Wells Fargo is seeking a Senior Interest Rate Valuation Consultant who plays a critical role in managing risk across complex financial products and processes. This position focuses on valuation control, independent price verification (IPV), and risk analytics to ensure compliance with regulatory standards and internal governance. The role requires strong analytical skills, technical expertise, and the ability to lead initiatives that enhance risk management frameworks. In this role, you will: Valuation & IPV Execute and review IPV processes for derivatives and trading securities. Validate interest rate/basis curves and volatility calibration. Implement valuation adjustment policies and Fair Value Hierarchy Risk Analytics & Reporting Lead moderately complex initiatives in risk analytics and reporting. Aggregate, forecast, and reconcile data for risk metrics and dashboards. Prepare monthly IPV and aged inventory reports. Compliance & Governance Ensure adherence to NFA, CFTC, SEC, EMIR, and UMR requirements. Document models and maintain compliance with internal governance standards Collaboration & Leadership Partner with Market Risk, Model Risk, and Product Control teams. Mentor junior analysts and lead cross-functional projects

Requirements

• 4+ years of Risk Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Nice To Haves

• Experience with regulatory reporting and IPV processes
• Knowledge of Interest Rate Derivatives (Linear and Non-Linear products)
• Strong understanding of valuation methodologies, control and risk frameworks
• Bachelor’s degree in Finance, Economics, Mathematics, or related disciplines
• Advanced proficiency in Excel, SQL, and Python
• Familiarity with vendor data systems (Consensus Vendors (Markit/Totem, RVS, Skylight), Bloomberg/Reuters)
• Excellent oral and written communication skills, with proven ability to coherently present complex financial topics tailored to all audience.
• Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important
• Demonstrated ability to operate in a fast-paced, high-demand environment while managing multiple priorities.

Responsibilities

• Execute and review IPV processes for derivatives and trading securities.
• Validate interest rate/basis curves and volatility calibration.
• Implement valuation adjustment policies and Fair Value Hierarchy
• Lead moderately complex initiatives in risk analytics and reporting.
• Aggregate, forecast, and reconcile data for risk metrics and dashboards.
• Prepare monthly IPV and aged inventory reports.
• Ensure adherence to NFA, CFTC, SEC, EMIR, and UMR requirements.
• Document models and maintain compliance with internal governance standards
• Partner with Market Risk, Model Risk, and Product Control teams.
• Mentor junior analysts and lead cross-functional projects

Benefits

• Relocation assistance is not available for this position.
• 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.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Number of Employees: 5,001-10,000 employees