Capital One
Washington DC

Manager, Capital Markets & Risk - Technical Resource at Capital One (Washington DC)

| Washington DC
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Center 2 (19050), United States of America, McLean, Virginia

Manager, Capital Markets & Risk - Technical Resource

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

Basic Qualifications: 

  • 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

Preferred Qualifications:

  • 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.

If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at [email protected] All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

For technical support or questions about Capital One's recruiting process, please send an email to [email protected]

Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

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).

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What are Capital One Perks + Benefits

Capital One Benefits Overview

At Capital One, we're committed to ensuring you and your family feel supported and cared for, and we know that your benefits play a large role in that support. Our goal is to provide a comprehensive and competitive set of benefits that offer the flexibility and choice to meet the diverse needs of all associates. We want each of you to Be Well physically, emotionally, and financially.

Culture
Volunteer in local community
Volunteer projects are encouraged and supported by Capital One through both traditional monetary contributions and flexibility to participate in associate-led initiatives.
Partners with Nonprofits
Capital One’s philanthropy program provides grants to organizations that support education, financial literacy and community development, including affordable housing and small business development.
Friends outside of work
Eat lunch together
Intracompany committees
Open door policy
Team owned deliverables
Team based strategic planning
Group brainstorming sessions
Pair programming
Open office floor plan
Diversity
Documented equal pay policy
Dedicated Diversity/Inclusion Staff
Unconscious bias training
Diversity manifesto
Mean gender pay gap below 10%
Diversity Employee Resource Groups
Business Resource Groups (BRGs) play an important role in attracting world-class talent, developing tomorrow’s leaders, engaging and retaining our diverse workforce and enhancing our workplace.
Hiring Practices that Promote Diversity
Our professional recruiting teams focus on attracting underrepresented talent for our key business roles, including analyst, product, and tech roles across varied tactics and connection points.
Health Insurance & Wellness Benefits
Flexible Spending Account (FSA)
Capital One offers two flexible spending accounts (FSAs) – a Health Care FSA and Dependent Care FSA – administered by Anthem.
Disability Insurance
Capital One automatically provides full-time associates with Short-Term Disability and Basic Long-Term Disability coverage at no cost. You have the option to purchase Supplemental Long-Term Disability
Dental Benefits
Capital One offers coverage through Delta Dental to help you maintain your smile through regular preventive care and treatment for any dental problems that may arise.
Vision Benefits
To help you keep life in focus, vision coverage through Anthem Blue View Vision provides benefits for eye exams and vision correction treatment.
Health Insurance Benefits
Our medical plans provide comprehensive and affordable coverage for a range of health care services and are designed with the ability to be flexible and choose which benefits work for your needs.
Life Insurance
We provide full-time and eligible part-time associates with Basic Life, and Accidental Death and Personal Loss (AD&PL) Insurance at no cost.
Wellness Programs
Onsite Gym
Mental Health Benefits
Capital One's Employee Assistance Program provides a robust set of services including telephonic, virtual and/or face-to-face counseling, legal and financial assistance, ID theft recovery, and more.
Retirement & Stock Options Benefits
401(K)
Through automatic payroll deductions, you may contribute up to 50% of your Annual Benefits Salary (base salary, shift differential, bonuses, commission, incentives and overtime) to your account.
401(K) Matching
Capital One will match 100% of the first 3% of Annual Benefits Salary that you contribute, plus 50% of the next 3% of Annual Benefits Salary that you contribute.
Employee Stock Purchase Plan
You can elect to contribute between 1% and 15% of your base salary** to the ASPP and receive a partial match on your contributions from Capital One. **Includes standard pay and any commissions
Match charitable contributions
Child Care & Parental Leave Benefits
Child Care Benefits
The Bright Horizons Care Advantage Program provides alternative child and adult care options during a lapse or breakdown in normal care arrangements.
Generous Parental Leave
Flexible parental leave options are available to full-time associates at the time of their child’s birth or arrival in their home.
Flexible Work Schedule
Remote Work Program
Family Medical Leave
Adoption Assistance
The Adoption Reimbursement program provides financial support to full-time associates who are building their families through adoption.
Vacation & Time Off Benefits
Generous PTO
Paid Holidays
Paid Sick Days
Perks & Discounts
Casual Dress
Commuter Benefits
Company Outings
Happy Hours
Parking
Recreational Clubs
Relocation Assistance
Fitness Subsidies
Home Office Stipend for Remote Employees
Professional Development Benefits
Job Training & Conferences
Tuition Reimbursement
Diversity Program
Lunch and learns
Cross functional training encouraged
Promote from within
Mentorship program
Continuing Education stipend
Time allotted for learning
Online course subscriptions available
Customized development tracks
Paid industry certifications

Additional Perks + Benefits

Capital One’s perks and benefits are progressive and industry leading. We have always believed in the importance of providing comprehensive and expansive benefits to complement and contribute to our associates’ total compensation package. For example, we were one of the first major companies to offer same-sex marriage benefits back in 1997 and we have since continued to build our benefits portfolio to include a host of other LGBTQ+ friendly offerings, from fertility coverage to reimbursements for associates who chose to build their families through adoption and surrogacy, to domestic partner benefits and health coverage for gender reassignment. In addition, Capital One’s campuses offer fitness facilities, cafés and, at certain locations, onsite health services for associates and their families. Our benefits package is unique as it provides flexibility for you to determine your path to health, wealth and life support.

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