Principal Analyst - Capital Markets and Risk
- Employer
- Capital One
- Location
- McLean, Virginia
- Closing date
- Jul 30, 2021
View more
- Industry
- Financial Services and Banking
- Function
- Finance
- Hours
- Full Time
Job Details
Principal Analyst - Capital Markets and Risk
Principal Associate, 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, or acquisitions into these frameworks. This role on the LRM team offers a high performing candidate the unique opportunity to partner with various lines of business, Finance and Risk departments, and the Corporate Development team to gain a deep understanding of liquidity risk management practices, while utilizing all aspects of our underlying technology infrastructure to deliver best in class liquidity modeling. This role will be primarily responsible for driving the finalization and implementation of the new NSFR. Once implemented, this role will shift to own the monthly production for the NSFR, including managing the daily execution and quarterly reporting for the ratio, in addition to setting strategy for balance sheet positioning to optimize our NSFR. In addition to a core responsibility focused on the NSFR, this role will also gain exposure to Capital One's full liquidity adequacy framework, inclusive of all internal and regulatory liquidity stress testing frameworks.
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
-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 set balance sheet strategy to optimize for the NSFR
-Communicate the impact of new products and initiatives to a wide array of stakeholders, including Finance Leadership, second, and third line partners
Basic Qualifications:
- Bachelor's Degree or military experience
- At least 2 years of experience in financial modeling and financial analysis
- At least 1 year 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
- 1+ years of experience in Statistical model building
- 1+ years of experience in market research
- 2+ years of experience in business analysis
- 1+ years of experience in consulting
At this time, Capital One will not sponsor a new applicant for employment authorization for this position.
Company
We Don’t Only Think Big Things—At Capital One, We Do Big Things.
You’re dedicated to your career. You deserve professional satisfaction and personal fulfillment. You belong at Capital One.
Here, every day brings another chance to do impactful work that matters: helping millions of customers confidently manage their money, building stronger communities and delivering truly disruptive tech. You’ll give your all alongside some of the brightest, most resilient people in the industry—and in return, you’ll enjoy the growth opportunities, support, flexibility and benefits you need for an exhilarating life both on and off the job.
Be inspired. Be yourself. That’s #LifeAtCapitalOne.
Creating a Culture of Belonging
At Capital One, we value diversity, inclusion and belonging at our core. We’re building a place of belonging—where everyone can feel seen, heard, valued and free to be their authentic selves. We want to be a place of opportunity—where associates from all backgrounds innovate for our customers and communities, and build meaningful, fulfilling careers.
We endeavor to be a welcoming and inspiring place for all. We seek and embrace diversity. And we’re committed to having a diverse and inclusive workforce, focused on increasing the representation of underrepresented groups, strengthening our culture of inclusion and belonging and harnessing our scale to invest in our communities.
We’re focused on three core principles to advance diversity, inclusion and belonging across Capital One:
Create a culture of belonging where everyone can thrive and innovate
Attract and develop talent from all backgrounds and experiences
Ensure our systems and programs promote fairness and equity
Get a career with more at Capital One. Discover it for yourself today.
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, sexual orientation, gender identity, protected veteran status, disability or other protected status.
Get job alerts
Create a job alert and receive personalized job recommendations straight to your inbox.
Create alert