Senior Interest Rate Derivatives Valuation Controller

About this role:

Wells Fargo is seeking a Senior Interest Rates Valuation Controller. This role is within the enterprise-wide center of excellence group that will be responsible for ensuring accurate valuations of and performing validation processes across all capital markets products, including but not limited to derivatives and trading securities.

In this role, you will:

• Execute and review the day to day application of IPV in this space and ensure consistent application in accordance with firm policy.

• Lead or participate in moderately complex initiatives, and delivering insight and decision strategies within analytics and reporting, and contribute to large-scale planning related to Risk Analytics

• Review and analyze moderately complex data aggregation, forecasting, reporting, and programming models

• Be responsible for process production, data reconciliation, and model documentation in alignment with policy governance

• Resolve data, production, business modeling, and lead team to meet Risk Analytics deliverables while leveraging solid understanding of risk reporting policies, modeling strategies, procedures, regulatory requests, and compliance requirements

• Collaborate and consult with peers, experienced managers, compliance, and technology to resolve modeling, forecasting, and production issues, and achieve analytic and reporting goals

• Lead projects, teams, and mentor less experienced staff

• Partner with cross enterprise risk analysts in development of common modeling strategies

Required Qualifications:

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

Desired Qualifications:

• Understanding of Consensus vendor data submission and Calibrations

• Product knowledge of Interest Rate Derivatives (Linear and Non-Linear(Exotics))

• 3+ years of experience in one or a combination of the following: Interest Rate Derivatives valuation role or valuation controller

• Advanced Microsoft Excel skills

• SQL/Python knowledge

Pay Range
 

Reflected is the base pay range offered for this position. Pay may vary depending on factors including but not limited to achievements, skills, experience, or work location. The range listed is just one component of the compensation package offered to candidates.

Posting End Date:

*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.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace.  Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.