# Lead Market Risk Officer - Market & Counterparty Risk Management at Wells Fargo

Wells Fargo is hiring a Lead Market Risk Officer - Market & Counterparty Risk Management. Level rates it Little AI ●○○○; you can [apply on Wells Fargo](https://jobsbylevel.com/go/8f26fc9b-bce7-49f0-ae25-8a6c53c6316e?utm_medium=ai-agent).

AI Level 1, AI centrality 37 out of 100. CHARLOTTE, NC.

## Details

- Company: [Wells Fargo](https://jobsbylevel.com/companies/wells-fargo)
- AI level: AI Level 1 (score 37 out of 100)
- Location: CHARLOTTE, NC
- Posted: November 9, 2026
- Apply: https://jobsbylevel.com/go/8f26fc9b-bce7-49f0-ae25-8a6c53c6316e?utm_medium=ai-agent
- Free CV review for this job: https://jobsbylevel.com/cv-review?job=lead-market-risk-officer-market-counterparty-risk-management-at-wells-fargo-9bdf41

## Description

About this role: Wells Fargo is seeking a Lead Market Risk Officer within Market & Counterparty Risk Management (MCRM). This role is part of the Traded Products Stress Testing team, which is responsible for executing regulatory and business-as-usual (BAU) stress testing activities across trading and counterparty portfolios. The team works across Corporate & Investment Banking, Risk Analytics, Technology, Finance, and Independent Risk Management to develop and execute stress testing methodologies, challenge results, enhance risk measurement practices, and support regulatory capital assessments. Learn more about our career areas and business divisions at wellsfargojobs.com. In this role, you will: Execute and help enhance regulatory and BAU stress testing programs across trading and counterparty portfolios. Provide independent oversight and credible challenge of stress testing methodologies, assumptions, scenario design, and results. Partner with Risk Analytics, Technology, and business stakeholders to implement improvements to stress testing infrastructure, data quality, and reporting processes. Perform analysis of stress test results, identifying key drivers, emerging risks, portfolio concentrations, and changes in risk profile. Support risk assessment activities for CCAR and other regulatory capital requirements. Evaluate market, counterparty, and liquidity risks under severe but plausible stress scenarios. Prepare summaries, risk committee materials, and regulatory examination responses for senior management review. Support interactions with regulators, Internal Audit, Model Risk Management, and Independent Testing functions on matters related to stress testing and market risk governance. Contribute to ongoing risk identification efforts and help develop stress scenarios that capture current and emerging market risks. Coordinate execution across multiple stakeholders to ensure timely delivery of regulatory and internal risk management deliverables. Contribute to initiatives involving scenario design, methodology enhancement, risk factor calibration, governance, and controls. Provide guidance and support to junior team members and contribute to sound risk management practices within the team. Execute RCSA controls and ensure procedures, governance documentation, and supporting evidence remain current and comprehensive. Build strong partnerships across Risk, Finance, Trading, Technology, Model Risk Management, and Corporate Treasury. Required Qualifications: 5+ years of market risk, Capital Markets, securities industry, trading, or interest rate risk experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Recent Market and/or counterparty risk experience Experience with traded products including Rates, FX, Credit, Equities, Commodities, Securities Financing Transactions, and/or derivatives. Desired Qualifications: Experience in Stress Testing, Risk Analytics, Counterparty Risk, or related quantitative risk disciplines. Experience supporting cross-functional initiatives and working effectively with senior stakeholders. Solid understanding of market risk and counterparty risk concepts across traded products. Working knowledge of CCAR, Global Market Shock (GMS), FR Y-14Q, or related regulatory capital frameworks. Experience with scenario design, stress testing methodologies, and regulatory examinations. Knowledge of risk measurement methodologies such as VaR, sensitivities, stress testing, PFE, xVA, and capital calculations. Experience working with regulators, Internal Audit, Model Risk Management, and Independent Testing. Strong analytical and quantitative problem-solving skills. Proficiency in SQL and experience working with large datasets. Advanced Microsoft Excel skills Strong written and verbal communication skills with the ability to translate technical concepts for senior audiences. Ability to work effectively in a fast-paced

The description is cut here. Read the full offer: https://jobsbylevel.com/jobs/lead-market-risk-officer-market-counterparty-risk-management-at-wells-fargo-9bdf41

Source: https://jobsbylevel.com/jobs/lead-market-risk-officer-market-counterparty-risk-management-at-wells-fargo-9bdf41

## Cite this page

Level. https://jobsbylevel.com/jobs/lead-market-risk-officer-market-counterparty-risk-management-at-wells-fargo-9bdf41.

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