Senior Manager, Interest Rate Risk Management

Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Manager role on the Interest Rate Risk Management (IRR) Analytics team. The role provides an excellent opportunity to lead the interest rate forecasting function for the firm and partner with key stakeholder teams to enable important downstream processes. Additionally, the role provides an opportunity to learn about the bank’s balance sheet, measure and manage interest rate risk, project net interest income in different macro-economic scenarios, and measure fair value of financial instruments. The Senior Manager position will participate in shaping Capital One’s long-term business strategy by developing numerous scenarios used for loss forecasting, monthly outlook planning as well as CCAR. The individual will also assist in developing critical analyses that drive decision-making for balance sheet and interest rate risk management. The role offers the candidate the opportunity to evaluate emerging trends in the macroeconomy to help shape Capital One’s risk management strategy as well as participate in Capital One’s digital initiative.