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As a Senior Associate, Capital Markets and Risk at Capital One, you will apply your strategic and analytical skills to major company challenges. You will team with world-class professionals to develop and test strategies that ultimately impact the bottom line. And you will do it all in a collaborative environment that values your insight, encourages you to take on new responsibility, promotes continuous learning, and rewards innovation. The Market and Liquidity Risk Oversight (MLRO) team performs independent risk management of the firm’s balance sheet activities conducted by the company’s Capital Markets group, Treasury group, and other lines of business engaged in managing our balance sheet. Our team’s work includes risk analysis, strategic thinking, market research, and developing an independent perspective across risk factors influencing Capital One. The MLRO team covers a wide range of risk management activities within Capital One. We are constantly evaluating financial markets and business trends to understand and quantify the impact to Capital One’s risk management framework. This role will allow the successful candidate to grow into an expert on interest rate risk, liquidity risk, funds transfer pricing, stress testing, and other areas as well. You will interact with many different business groups with the ability to provide independent analysis and effective challenge.
Job Responsibility:
Proactively engaging with lines of businesses and providing analytical support for research, analysis, and independent risk management in various areas of MLRO’s oversight of balance sheet risk
Become a subject matter expert in one or more areas of balance sheet risk oversight, such as interest rate risk, stress testing, liquidity risk, or funds transfer pricing
Utilize technology to perform data analysis and support process automation as a source of independent risk assessment
Understand and analyze financial market developments and regulatory guidance in relation to the impact on the balance sheet
Interacting with key stakeholders across multiple organizations to evaluate risk and providing support for balance sheet analysis
Requirements:
Bachelor’s degree
At least 1 year of experience in quantitative and qualitative analysis
Strong analytical thinking and problem solving skills
Strong foundational understanding of finance and broader macro economics
Comfort with data governance and data management with proven experience working with large data sets
An understanding of the banking system and financial market concepts
Fluency with python and experience using python in a financial setting
Some experience using AI tools such as Gemini to automate and improve the day to day processes
The ability to communicate complex topics to a wide range of audiences
Nice to have:
Master’s Degree in Business or quantitative field such as Finance, Economics, Physical Sciences, Math, Statistics, Engineering
2+ years of experience in risk management or capital markets
2+ years of experience in banking industry or equivalent financial services firm
2+ years of experience working with business intelligence tools
1+ years of experience in SQL, Python, Snowflake, and Excel
1+ years of experience in data analytic tools, including Tableau and Quicksites
1+ years of experience in bank stress testing, interest rate risk, or liquidity risk management practices or regulations
1+ year of experience in consulting
Experience working in a liquidity risk team and an understanding of bank liquidity regulatory requirements
An understanding of a bank balances sheet dynamics including securities investments, cash management, wholesale funding activity and loans/deposits
What we offer:
Performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI)
A comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being