Wolf worked at Bear Stearns from 2007 to 2008, and later at JP Morgan Chase, for a total of almost four years between the two banks. Her first time appearing on late-night television was in July 2014, when she appeared on Late night with Seth Meyers. She went on to re-appear on numerous segments on Late Night, often as her fictional persona "Grown-Up Annie". She later held multiple additional positions at the same show, including, most recently, writing supervisor. In November 2015, Comedy Central released the entirety of Now Hiring, a web series hosted by Wolf, on YouTube. Wolf is a regular at the legendary Comedy Cellar in Greenwich Village NYC. She joined The Daily show with Trevor Noah as a contributor in April 2016. In August 2016, she performed her stand-up show So Brave at the Edinburgh Festaval, which was her first time performing outside North America.
Wolf's television work in the United Kingdom also includes an appearance on Live At The Apollo in late 2016 and an appearance as a panelist on the UK comedy game show 8 Out of 10 Cats Does Countdown in early 2017, partnering team captain and British stand-up comedian Jon Richardson.