Senior
Wells Fargo · City of London, United Kingdom
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Provide independent oversight and validation of valuations for Rates and FX trading portfolios.
Worth knowing: Advanced SQL and Python experience preferred
About this role: As part of the continued growth of our Markets business, Wells Fargo is seeking a Lead Valuation Controller, Macro Rates & FX to join our expanding Valuation Control team. In this role, you will provide independent oversight, challenge, and governance across a broad portfolio of Rates and Foreign Exchange products, helping to ensure the integrity of fair value measurements, valuation uncertainty assessments, prudent valuation practices, and regulatory compliance. You will serve as a trusted partner to stakeholders across Trading, Market Risk, Quantitative Analytics, Finance, Product Control, and Regulatory teams, supporting robust valuation governance and informed business decision-making. The successful candidate will bring deep expertise in Rates and FX valuation methodologies, strong knowledge of market and regulatory expectations, and the ability to manage complex valuation issues within a dynamic global environment. This role offers significant exposure to senior stakeholders and the opportunity to contribute to the ongoing enhancement of valuation methodologies, control frameworks, automation initiatives, and governance processes across the valuation control function. You will play an important role in supporting strategic business growth by providing independent valuation oversight, driving consistency in valuation practices, and helping to strengthen the control environment across complex trading activities. At Wells Fargo, we value strong risk management, collaboration, accountability, and inclusion. You will join a team committed to delivering robust control standards while supporting business growth and fostering an environment where diverse perspectives drive better outcomes. In this role, you will: Valuation & IPV Lead and oversee monthly IPV processes for Rates and FX trading portfolios, including Interest Rate Swaps, Swaptions, Caps/Floors, Inflation products, Cross-Currency Swaps, FX Forwards, FX Options, NDFs, Structured Products, and other derivative instruments. Independently validate and challenge market data inputs, including interest rate curves, SOFR discount curves, basis curves, inflation curves, FX forward curves, volatility surfaces, correlation assumptions, and liquidity adjustments.
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