Senior Interest Rate Valuation Consultant

Job description

About this role: Wells Fargo is seeking a Senior Interest Rate Valuation Consultant who plays a critical role in managing risk across complex financial products and processes. This position focuses on valuation control, independent price verification (IPV), and risk analytics to ensure compliance with regulatory standards and internal governance. The role requires strong analytical skills, technical expertise, and the ability to lead initiatives that enhance risk management frameworks. In this role, you will: Valuation & IPV - Execute and review IPV processes for derivatives and trading securities. - Validate interest rate/basis curves and volatility calibration. - Implement valuation adjustment policies and Fair Value Hierarchy Risk Analytics & Reporting: - Lead moderately complex initiatives in risk analytics and reporting. - Aggregate, forecast, and reconcile data for risk metrics and dashboards. - Prepare monthly IPV and aged inventory reports. Compliance & Governance: - Ensure adherence to NFA, CFTC, SEC, EMIR, and UMR requirements. - Document models and maintain compliance with internal governance standards Collaboration & Leadership: - Partner with Market Risk, Model Risk, a...