Principal Analyst - Capital Markets and Risk

Capital One
McLean, Virginia
Sep 27, 2021
Oct 07, 2021
Full Time
Center 1 (19052), United States of America, McLean, Virginia

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.

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

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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).

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