Investment Portfolio Macro Strategies Team Lead (San Francisco)

  • Address:San Francisco, CA 94102 (map)
  • Date Posted:08/26/16
  • Job Type:Full-time
  • Description:
  • Job Title:Investment Portfolio Macro Strategies Team LeadJob ID Number:5270284-1Location:San Francisco,CAJob Description:Job DescriptionWells Fargo Investment PortfolioThe Wells Fargo Investment Portfolio (“IP”) comprises public and private investments for Principal Investments (“PI”) and public investments for Treasury Investments (“TI”). With dual reporting to Wholesale (PI) and Treasury (TI), IP manages the portfolio of AFS and HTM investments. IP invests in liquid products such as Agency MBS, Treasuries and Swaps and is also responsible for the evaluation of credit-driven investment opportunities across a broad spectrum of asset classes such as Corporates, Municipals, ABS, CMBS, loans, tax-oriented renewable energy investments and off-balance sheet instruments with a view toward long-term holds and a focus on maximizing risk-adjusted returns.The Macro Strategies Group is responsible for developing and implementing risk mitigating strategies for the Investment Portfolio. Part of the group’s mandate includes hedging interest rate and FX risk. The group manages the top down hedging process and hedging books. The group routinely performs thorough portfolio analysis to examine performance, develop and assess hedging strategies and their effectiveness. Lead, manage and develop a team of analysts to assess interest rate duration, convexity and FX risk across the Investment Portfolio Help manage a large portfolio of derivative hedges evaluating and allocating risk corresponding assets Develop, improve and document risk mitigation and hedging strategies and processes spanning economic, accounting and regulatory/compliance considerations Partner with asset class PMs, execution traders, operations, internal risk teams, controllers and accounting to ensure seamless implementation of hedging strategies and any subsequent reporting Discuss and write interest rate, FX and macro market commentary for a variety of audiences Manage and support daily workflow in assessing purchase metrics, hedging, and portfolio reconciliation Work with analytics and technology teams to develop and enhance risk evaluation methodologies Provide analytical support for the valuation of bonds, to support OTTI analysis and valuation effortsTeam members 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.Required Qualifications 5+ years of performance analysis experience Desired Qualifications Advanced Microsoft Office (Word, Excel, Outlook, and PowerPoint) skillsExperience with BloombergStrong analytical skills with high attention to detail and accuracyExcellent verbal, written, and interpersonal communication skillsStrong presentation skillsEffective organizational, multi tasking, and prioritizing skillsAbility to work in a fast-paced deadline driven environment Other Desired Qualifications 10+ years of experience in Interest Rate Derivatives in a trading or strategy role with a strong understanding of the options and FX markets Ability to act as a stakeholder, influence decision making and successfully negotiate critical issues with business and risk partners Demonstrated ability to build collaborative partnerships across the enterprise and with external business partners Building and maintaining a team member environment that promotes engagement, continuous learning, and career development Established knowledge of the evolving regulatory and operational environments, and the various constraints on the portfolio Strong quantitative and analytical skills to assess various fixed income assets Proficient with quantitative tools MBA, MFE, MS, PhD is a plus Disclaimer All offers for employment with Wells Fargo are contingent upon the candidate having successfully completed a criminal background check. Wells Fargo will consider qualified candidates with criminal histories in a manner consistent with the requirements of applicable local, state and Federal law, including Section 19 of the Federal Deposit Insurance Act.Relevant military experience is considered for veterans and transitioning service men and women.Wells Fargo is an Affirmative Action and Equal Opportunity Employer, Minority/Female/Disabled/Veteran/Gender Identity/Sexual Orientation.
Ad ID: 45771715
  • Posted by: Ad Partner | View all ads
  • Profile: Active since 08/2016
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