Senior Market Risk Specialist - Corporate Market Risk Group

Wells Fargo & Company•McLean, VA

23h•Hybrid

About The Position

Wells Fargo is seeking a Senior Market Risk Specialist for the Structuring and Controls team within the Corporate Market Risk Group (CMRG). The position will focus primarily on helping Wells Fargo ABS desks successfully execute new issuance securitization transactions (CMBS, RMBS, CLO, Consumer ABS and Commercial ABS). The Senior Market Risk Specialist plays a critical role by conducting independent modeling and offering document reviews. In this role, you will: Develop deep subject matter expertise across asset types, cash flow structures and evolving market trends Provide independent capital structure cashflow modeling and offering document reviews, understanding and interpreting collateral characteristics, building performance triggers and events, applying performance stress scenarios, calculating security cashflows and risk/return analytics Reviewing offering documents for proper and adequate disclosure of deal terms, structuring terms and definitions, modeling assumptions, priority of payments and risk/return results. assumptions, description of priority of payments and risk/return results Exercise professional skepticism to detect and resolve any potential issues throughout the deal lifecycle Display flexibility in handling new asset types and deal structures as necessary

Requirements

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

Nice To Haves

3+ years of ABS experience across issuance, underwriting, or servicing, with hands‑on deal management, modeling, and credit analysis
Deep knowledge of fixed income and structured finance products
Master’s degree in Finance, Accounting, Economics, Engineering, or related field
Advanced analytics skills with proficiency in Excel/VBA and Intex Dealmaker; additional programming languages a plus
Experience interpreting complex legal documentation (offering memorandums, indentures, PPMs) and supporting collateral negotiations, compliance, and risk reviews
Proven ability to collaborate cross‑functionally, manage multiple deadlines, and communicate clearly with strong attention to detail

Responsibilities

Develop deep subject matter expertise across asset types, cash flow structures and evolving market trends
Provide independent capital structure cashflow modeling and offering document reviews, understanding and interpreting collateral characteristics, building performance triggers and events, applying performance stress scenarios, calculating security cashflows and risk/return analytics
Reviewing offering documents for proper and adequate disclosure of deal terms, structuring terms and definitions, modeling assumptions, priority of payments and risk/return results. assumptions, description of priority of payments and risk/return results
Exercise professional skepticism to detect and resolve any potential issues throughout the deal lifecycle
Display flexibility in handling new asset types and deal structures as necessary