# Senior Market Risk Specialist - Traded Products Counterparty Credit Capital at Wells Fargo

Wells Fargo is hiring a Senior Market Risk Specialist - Traded Products Counterparty Credit Capital. Level rates it Little AI ●○○○; you can [apply on Wells Fargo](https://jobsbylevel.com/go/556aa6a4-2278-4f58-b9f6-7167a1c19775?utm_medium=ai-agent).

AI Level 1, AI centrality 20 out of 100. CHARLOTTE, NC.

## Details

- Company: [Wells Fargo](https://jobsbylevel.com/companies/wells-fargo)
- AI level: AI Level 1 (score 20 out of 100)
- Location: CHARLOTTE, NC
- Posted: November 3, 2026
- Apply: https://jobsbylevel.com/go/556aa6a4-2278-4f58-b9f6-7167a1c19775?utm_medium=ai-agent
- Free CV review for this job: https://jobsbylevel.com/cv-review?job=senior-market-risk-specialist-traded-products-counterparty-credit-capital-at-wells-fargo-2ec4df

## Prepare for this job

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## Description

About this role: Wells Fargo is seeking a Senior Market Risk Specialist to join the Traded Products Counterparty Credit Capital (TPCCC) team within Market and Counterparty Risk Management. This role sits at the intersection of Capital Markets, Counterparty Credit Risk, and Regulatory Capital. The ideal candidate will bring strong Capital Markets Risk experience with a solid understanding of Derivatives, Default Fund exposure, Interest Rate products, Swaps, and Securities Financing Transaction (SFT)s. This individual should be comfortable analyzing large data sets, investigating issues through SQL-based analysis, and communicating findings to both business and risk stakeholders. On a daily basis, partner closely with traders, risk managers, capital teams, and technology partners to assess the capital impact of trading activity, analyze counterparty credit risk exposure, support regulatory reporting, and provide insight into derivative, fails, default funds, and securities financing transaction (SFT) portfolios. For more information on our lines of business and career areas visit www.wellsfargojobs.com. In this role, you will: Partner with trading desks and business stakeholders to evaluate the capital impact of new and existing derivative transactions. Analyze exposures across derivative and securities financing transaction (SFT) portfolios and identify key risk drivers. Research and assess capital implications related to interest rate products, swaps, options, and other trading activities. Perform trend analysis, variance analysis, exposure attribution, and capital reporting validation. Investigate data and reporting issues using SQL and collaborate with technology partners to resolve discrepancies. Prepare and review regulatory counterparty credit capital schedules and management reporting. Support the interpretation, testing, and implementation of evolving regulatory capital requirements. Develop and execute controls to ensure accuracy, completeness, and timeliness of capital reporting. Support the analysis and reporting of Counterparty Credit Risk Risk-Weighted Assets (RWA) and regulatory capital requirements. Partner with Market Risk, Technology, Finance, and Capital teams to enhance reporting and analytical capabilities. Leverage emerging technologies, including AI tools, to improve reporting and analysis processes. Communicate findings and recommendations to senior management and business partners. Required Qualifications: 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 Desired Qualifications: Strong Capital Markets experience with exposure to trading products and risk management. Knowledge of derivatives, including Interest Rate Swaps, options, futures, forwards, and other OTC products. Understanding of key risk drivers across Interest Rates, FX, Equities, Credit, and Commodities. Experience supporting or analyzing Securities Financing Transactions (SFTs), including repo, reverse repo, securities lending, securities borrowing, and margin lending. Familiarity with Counterparty Credit Risk, Risk-Weighted Assets (RWA), and regulatory capital frameworks. SQL experience with the ability to analyze, validate, and investigate large data sets. Experience working with trading desks, middle office, product control, market risk, or capital management functions. Ability to communicate and work effectively across business, risk, and technology teams in a fast-paced environment. Posting Locations: 550 S. Tryon Street - Charlotte, North Carolina Job Expectations: Required location listed above. Relocation assistance is not available for this position. This position currently offers a hybrid work schedule. This position is not eligible for VISA sponsorship. This position is subject to FINRA Background Screening

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