Senior Associate, Market and Liquidity Risk Oversight

Capital One
McLean, Virginia
Jun 24, 2022
Jul 16, 2022
Full Time
Center 2 (19050), United States of America, McLean, Virginia

Senior Associate, Market and Liquidity Risk Oversight

The Market and Liquidity Risk Oversight (MLRO) department is seeking a qualified candidate for a Senior Associate (SA) position. MLRO provides oversight of all trading activity conducted by the company's Commercial Bank, Treasury group, and other lines of business engaged in capital markets transactions.

The SA position entails ownership of daily and month-end risk monitoring and reporting for a collection of trading desks. This includes producing risk and Profit and Loss (P&L) analytics on portfolios holding FX positions, interest rate derivatives, commodities, securitized products, and other fixed income securities. The SA will be expected to own a risk monitoring suite and interact with Capital One's sales and trading staff to influence hedging strategies. The SA will need to monitor market conditions and generate scenario analysis quantifying potential impacts to current and future portfolio holdings. It will be the SA's responsibility to execute formal controls designed to meet regulatory requirements and satisfy internal governance programs.

The ideal candidate will (a) possess exceptional communication skills, (b) have a background in fixed income trading, valuation, or portfolio management (c) be familiar with market and counterparty risks associated with derivatives, and (d) have working familiarity with SQL, Python, C#, or other programming languages.

This is an ideal role for candidates seeking a career in sell-side capital markets risk management.

Basic Qualifications:

  • Bachelor's degree or military experience
  • At least 1 year of experience in risk management or capital markets
  • At least 1 year of experience in development language (i.e. SQL, Python, C#, VBA)
  • At least 1 year of experience with fixed income pricing vendors (i.e. Bloomberg, Intex, IHS Markit)

Preferred Qualifications:

  • Masters/MBA with a concentration on Economics or Finance
  • At least 3 years of experience with capital markets products; ideally in a role supporting Front Office, Middle Office, or risk management activities
  • At least 2 years of experience working analytical and visualization software packages/tools/languages (i.e., SAS, SQL, Tableau, Python, Visual Basic)
  • At least 2 years of experience with valuation procedures across fixed income products and interest rate derivatives

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 . 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

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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