[8][5] Wolf was employed at Bear Stearns from 2007 to 2008, later at JPMorgan Chase, working for almost four years in mutual funds and managing accounts[9] between the two banks.

Her frustration with the imperfect and ephemeral nature of improv and the encouragement from classmates got her to audit a stand-up class at the People's Improvisational Theater aka The PIT.

On November 20, 2016, Wolf appeared as a guest on Frankie Boyle's American Autopsy on BBC2, reflecting on the result of the 2016 United States presidential election.

[26] U.S. President Donald Trump did not attend the dinner for the second consecutive year,[27] sending Sarah Huckabee Sanders, the White House Press Secretary.

Wolf delivered a 19-minute comedy routine[29] and was both praised and criticized for her "harsh and stinging" jokes aimed at the Trump administration—most notably at Sanders—and at the media itself.

"[32] Managers at C-SPAN radio considered the monologue so risqué that they stopped broadcasting it half-way through, worrying that she might violate FCC indecency guidelines[34] and that they might get fined.

[38][39][40]Journalists including Maggie Haberman of The New York Times,[41][42][43] Mika Brzezinski of MSNBC,[43][44][45][46] and Andrea Mitchell of NBC News,[41] criticized Wolf on Twitter for targeting Sanders.

"[56] Other journalists, including Jacob Soboroff of NBC News, Joan Walsh of CNN, Amanda Hess of The New York Times, and Wesley Lowery of The Washington Post, tweeted their support for Wolf and took the White House Correspondents' Association (WHCA) to task for the statement issued by its president, Margaret Talev.

[57][53] Talev wrote that the program "was meant to offer a unifying message about [the WHCA's] common commitment to a vigorous and free press while honoring civility, great reporting and scholarship winners, not to divide people,"[58][59] and that Wolf's "monologue was not in the spirit of that mission.

"[57][53][59] James Poniewozik, writing for The New York Times, criticized the WHCA for disavowing Wolf, saying that she was "defending the mission of the White House press: sticking up for the truth.

"[60] The New Yorker's Masha Gessen was particularly impressed with Wolf's criticism of journalism, praising her for how she "exposed the obscenity of the fictions" of "The Age of Trump".

[68] Stephen Colbert, who was the featured entertainer at the 2006 edition of the event, joked on The Late Show, "This is the correspondents' dinner, celebrating the freedom of speech.

Describing the ensuing controversy, Scovell wrote, "[w]omen, comedians, and the media all grabbed each other's hair and threw each other to the floor while men watched and cheered.

"[71] Wolf was later grateful for the controversy, which helped sell out tickets for her March 2018 stand-up show at Carolines on Broadway, tweeting "Hey @GOP thanks for the free publicity [kiss emoji].

[81] Wolf is an avid runner, and took part in a marathon in 2005 (Las Vegas), and a 50-mile (80 km) ultramarathon in 2018 at the Bonneville Salt Flats in Utah.