Senior Treasury Analyst (Interest Rate Risk Analytics)

Wells Fargo Bank•Charlotte, NC

2d•Hybrid

About The Position

Wells Fargo is seeking a Senior Treasury Analyst to join the Balance Sheet and Interest Rate Risk Management team. The role supports measurement, analysis, and communication of the company’s interest rate risk profile, including net interest income (NII) and economic value of equity (EVE). It develops and enhances analytics, explains complex risk results to executive audiences, and partners with Corporate Risk, Investment Portfolio, Finance, and other stakeholders to support effective interest rate risk management. The analyst performs product-level and scenario-based analysis across assets, liabilities, derivatives, and investment securities; evaluates market and balance-sheet drivers of risk; and supports risk metrics, limits, stress scenarios, dashboards, and management reporting. The role also assesses data, models, controls, and reporting processes, leads targeted analytical projects, coordinates stakeholder deliverables, and provides guidance to teammates on complex interest rate risk topics. It operates within applicable policies, procedures, controls, and regulatory expectations. The position has a hybrid work schedule at Wells Fargo’s 401 S. Tryon Street location in Charlotte, North Carolina. Relocation assistance is unavailable, and the position is not eligible for visa sponsorship. Specific compliance policies may apply to outside activities and personal investing; affected employees must provide information to the Wells Fargo Personal Account Dealing Team and comply with applicable requirements if hired.

Requirements

At least 4 years of Treasury experience, or equivalent demonstrated through work experience, training, military experience, education, or a combination of these.
Strong knowledge of interest rate risk concepts and methodologies, including NII, EVE, repricing, valuation, optionality, key rate duration, and scenario analysis.
Strong analytical and problem-solving skills, including the ability to identify risk drivers, assess complex results, and formulate balanced recommendations.
Excellent communication and relationship-management skills, including influencing stakeholders, collaborating across functions, and presenting insights to senior leadership and executive audiences.
Ability to represent one’s own experience directly during the recruiting and hiring process.
Compliance with applicable Wells Fargo policies and procedures, including any applicable requirements regarding outside activities or personal investing.

Nice To Haves

Bachelor’s degree in finance, economics, mathematics, statistics, engineering, data science, or a related quantitative field; an advanced degree and/or CFA is preferred.
Experience with bank balance-sheet management, asset-liability management, investment portfolio analytics, deposits, mortgages, derivatives, and capital markets activities.
Ability to develop and enhance analytical tools, financial models, reporting, dashboards, and data visualizations for risk management and strategic decision-making.
Proficiency with large financial datasets and Excel, SQL, Python, or similar tools for data analysis, automation, and reporting.
Understanding of regulatory expectations, model risk management, governance, controls, policies, procedures, and documentation within a large financial institution.

Responsibilities

Build, maintain, and enhance analytics measuring and explaining interest rate risk across NII and EVE, including rate-shock, yield-curve, product, and scenario-based analysis.
Analyze the company’s interest rate risk position, identify key drivers and emerging exposures, and provide actionable insights to senior management.
Create executive-level presentations and recurring risk reports for senior management and governance forums, translating technical results into business implications.
Perform product-level analysis of cash flow, repricing, prepayment, optionality, valuation, and behavioral risks across assets, liabilities, derivatives, and investment securities.
Partner with Corporate Risk, Investment Portfolio, Finance, model, data, and business teams to evaluate exposures, challenge assumptions, and support risk management decisions.
Support the design, implementation, and enhancement of interest rate risk metrics, limits, stress scenarios, dashboards, and management reporting.
Investigate period-over-period changes in NII and EVE sensitivity, reconcile results, and attribute changes to market movements, balance-sheet activity, model assumptions, and management actions.
Evaluate the impact of potential hedging, funding, investment, and balance-sheet strategies on the company’s interest rate risk profile.
Assess data quality, model outputs, and reporting processes; identify control gaps and opportunities to improve accuracy, efficiency, transparency, and governance.
Use automation, data visualization, and analytical tools to improve reporting, forecasting, and decision support while maintaining controls and data integrity.
Lead targeted analytical projects, coordinate deliverables across stakeholders, and provide guidance to teammates on complex interest rate risk topics.
Collaborate with Internal Audit, Corporate Risk, and Model Risk, as appropriate, to support governance, review, and examination activities.
Exercise independent judgment within applicable policies, procedures, controls, and regulatory expectations.
Follow applicable risk and compliance programs, policies, and procedures; fulfill risk and compliance obligations; and escalate and remediate issues in a timely and effective manner.