Manager, Capital Markets & Risk - Technical Resource at Capital One (Washington DC)
Manager, Capital Markets and Risk
The Liquidity Risk Management (LRM) team, sitting under Capital One’s Capital Markets and Analytics (CMA) organization, is responsible for identifying, measuring and managing the company’s liquidity risk in accordance with applicable regulations and within our Board approved risk appetite levels. The team utilizes several key liquidity frameworks designed to appropriately analyze and manage the short and long-term liquidity risk across the firm. These frameworks are driven by both internal and regulatory considerations, including Capital One’s internal stress tests, the Holding Company’s Liquidity position, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Capital One’s Contingency Funding Plan. These frameworks are key drivers in shaping the size and composition of the company’s >$80 billion liquidity buffer, as well as influencing the funding profile and strategic investments.
To ensure we accurately size and account for liquidity risk, it is essential that we understand and integrate evolving business drivers/requirements, new products, acquisitions, or enhancements to our technology/data infrastructure into these frameworks. This role on the LRM team offers a high performing candidate the unique opportunity to partner with key technology/data partners, various lines of business, Finance and Risk departments, and the Corporate Development team to gain a deep understanding of liquidity risk management practices, while owning the ongoing maintenance and optimization of all aspects of our underlying technology infrastructure to deliver best in class liquidity modeling. Given the importance of the risk, it is critical to ensure liquidity considerations are integrated in our models in an automated and well-controlled manner, leveraging the latest technology capabilities. As CMA pursues its vision for On Demand finance, this role will own the evolution of our technology/data infrastructure through influencing and partnering with our technology and data partners as our target state evolves. Additionally, this role will play a large part in the creation of a fully optimized liquidity modeling framework, focused on integrating our existing models and key touchpoints with partner teams to allow for best in class visualization and analytical reporting to provide our leadership team with a real time pulse of our liquidity adequacy. The work that the analyst will own are critical components to optimizing Capital One’s ability to manage the risk.
Major Responsibilities Include:
-Develop a complete understanding of Capital One’s Liquidity Risk framework
-Develop an understanding of our technology infrastructure which drives the data analysis and modeling of our liquidity stress tests
-Oversee new builds and the ongoing model maintenance for our four key stress testing frameworks
-Implement technical/business requirements for new Corporate Development initiatives and drive the delivery of these requirements for our four key stress testing frameworks
-Lead efforts to update our data infrastructure and liquidity risk models
-Conduct surveillance on the evolving requirements of our technology infrastructure and recommend proactive enhancements to maintain functioning and compliant stress testing models
-Communicate the impact of new products, initiatives, and upcoming tech infrastructure changes to a wide array of stakeholders, including Finance Leadership, second, and third line partners
Bachelor's Degree or military experience
At least 5 years of experience in financial modeling and financial analysis
At least 5 years of experience in securitization, or in finance, or in capital markets
Master’s Degree in Business or quantitative field such as Finance, Economics, Physical Sciences, Math, Statistics, Engineering
2+ years of experience in Statistical model building
2+ years of experience in market research
2+ years of experience in business analysis
Proficient in Python
Knowledgeable about Amazon Web Services (AWS) cloud infrastructure
At this time, Capital One will not sponsor a new applicant for employment authorization for this position.No agencies please. Capital One is an Equal Opportunity Employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status prohibited by applicable national, federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.
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Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).