Capital One National Association
Sr. Associate, Liquidity Risk Management
Capital One National Association, Mc Lean, Virginia, us, 22107
Overview
Sr. Associate, Liquidity Risk Management (LRM) team within Capital One’s Capital Markets and Analytics (CMA) organization identifies, measures and manages the company’s liquidity risk in accordance with applicable regulations and within our Board approved risk appetite levels. The team uses liquidity frameworks to analyze and manage short- and long-term liquidity risk, including Internal Liquidity Stress Test (Fortify Funding), the Holding Company’s Liquidity position, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Capital One’s Contingency Funding Plan. These frameworks influence the size and composition of the liquidity buffer, funding profile, and strategic investments. To ensure accurate sizing and accounting for liquidity risk, this role involves understanding and integrating evolving business drivers, new products, or acquisitions into the frameworks. The role offers the 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 practices while utilizing our technology infrastructure to deliver best-in-class liquidity modeling. This role will primarily be responsible for production for the LCR and NSFR, including managing daily/monthly execution and quarterly reporting for the ratios, and setting strategy for balance sheet positioning to optimize NSFR. The role will also provide exposure to Capital One’s full liquidity adequacy framework, including internal and regulatory liquidity stress testing frameworks. Responsibilities
Develop a complete understanding of Capital One’s Liquidity Risk Framework Develop an understanding of all underlying regulatory requirements and principles that feed into our frameworks Understand our technology infrastructure which drives data analysis and modeling of liquidity stress tests Implement technical/business requirements for new Corporate Development initiatives and drive delivery for four key stress testing frameworks Lead efforts to set balance sheet strategy to optimize for the LCR and NSFR Communicate the impact of new products and initiatives to a wide array of stakeholders, including Finance Leadership, second, and third line partners Read and analyze Python code of LCR and NSFR models to assist in model enhancements, maintenance, and change control Provide support in written responses and gathered documentation for regulatory liquidity exams, audits, and other reviews Basic Qualifications
Bachelor's Degree or military experience At least 2 years of experience in financial modeling and financial analysis At least 2 years of experience in securitization, finance, capital markets, or a combination Preferred Qualifications
Master’s Degree in Finance, Accounting, Financial Engineering, Economics, or other quantitative field 1+ years of experience in statistical model building 1+ years of experience in data analysis or business analysis 1+ years of experience in business or financial consulting 1+ years of experience in Tableau, Python, AWS, or a combination At this time, Capital One will not sponsor a new applicant for employment authorization for this position. The minimum and maximum full-time annual salaries for this role are listed below, by location. This salary information is for candidates hired to work within listed locations and reflects the amount Capital One is willing to pay at the time of posting. Salaries for part-time roles will be prorated based on hours worked. McLean, VA: $109,000 - $124,400 for Sr. Analyst, Capital Markets & Risk. Candidates hired to work in other locations will follow the pay range for that location as indicated in the offer letter. This role is eligible to earn performance-based incentive compensation, which may include cash bonuses and/or long-term incentives (LTI). Incentives may be discretionary or non-discretionary depending on the plan. Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits. Learn more at the Capital One Careers website. Eligibility varies based on status and role. This role is expected to accept applications for a minimum of 5 business days. No agencies please. Capital One is an equal opportunity employer (EOE, including disability/vet) committed to non-discrimination in compliance with applicable laws. Capital One promotes a drug-free workplace and will consider qualified applicants with criminal histories in accordance with applicable laws and regulations. If you require an accommodation during the recruitment process, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information provided will be kept confidential and used to provide reasonable accommodations. Careers inquiries: For technical support or questions about Capital One's recruiting process, please email Careers@capitalone.com. Capital One does not provide, endorse nor guarantee third-party products or services available through this site. Capital One Financial is made up of several entities; positions posted in Canada/UK/Philippines refer to Capital One Canada, Capital One Europe, and Capital One Philippines Service Corp., respectively.
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Sr. Associate, Liquidity Risk Management (LRM) team within Capital One’s Capital Markets and Analytics (CMA) organization identifies, measures and manages the company’s liquidity risk in accordance with applicable regulations and within our Board approved risk appetite levels. The team uses liquidity frameworks to analyze and manage short- and long-term liquidity risk, including Internal Liquidity Stress Test (Fortify Funding), the Holding Company’s Liquidity position, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Capital One’s Contingency Funding Plan. These frameworks influence the size and composition of the liquidity buffer, funding profile, and strategic investments. To ensure accurate sizing and accounting for liquidity risk, this role involves understanding and integrating evolving business drivers, new products, or acquisitions into the frameworks. The role offers the 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 practices while utilizing our technology infrastructure to deliver best-in-class liquidity modeling. This role will primarily be responsible for production for the LCR and NSFR, including managing daily/monthly execution and quarterly reporting for the ratios, and setting strategy for balance sheet positioning to optimize NSFR. The role will also provide exposure to Capital One’s full liquidity adequacy framework, including internal and regulatory liquidity stress testing frameworks. Responsibilities
Develop a complete understanding of Capital One’s Liquidity Risk Framework Develop an understanding of all underlying regulatory requirements and principles that feed into our frameworks Understand our technology infrastructure which drives data analysis and modeling of liquidity stress tests Implement technical/business requirements for new Corporate Development initiatives and drive delivery for four key stress testing frameworks Lead efforts to set balance sheet strategy to optimize for the LCR and NSFR Communicate the impact of new products and initiatives to a wide array of stakeholders, including Finance Leadership, second, and third line partners Read and analyze Python code of LCR and NSFR models to assist in model enhancements, maintenance, and change control Provide support in written responses and gathered documentation for regulatory liquidity exams, audits, and other reviews Basic Qualifications
Bachelor's Degree or military experience At least 2 years of experience in financial modeling and financial analysis At least 2 years of experience in securitization, finance, capital markets, or a combination Preferred Qualifications
Master’s Degree in Finance, Accounting, Financial Engineering, Economics, or other quantitative field 1+ years of experience in statistical model building 1+ years of experience in data analysis or business analysis 1+ years of experience in business or financial consulting 1+ years of experience in Tableau, Python, AWS, or a combination At this time, Capital One will not sponsor a new applicant for employment authorization for this position. The minimum and maximum full-time annual salaries for this role are listed below, by location. This salary information is for candidates hired to work within listed locations and reflects the amount Capital One is willing to pay at the time of posting. Salaries for part-time roles will be prorated based on hours worked. McLean, VA: $109,000 - $124,400 for Sr. Analyst, Capital Markets & Risk. Candidates hired to work in other locations will follow the pay range for that location as indicated in the offer letter. This role is eligible to earn performance-based incentive compensation, which may include cash bonuses and/or long-term incentives (LTI). Incentives may be discretionary or non-discretionary depending on the plan. Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits. Learn more at the Capital One Careers website. Eligibility varies based on status and role. This role is expected to accept applications for a minimum of 5 business days. No agencies please. Capital One is an equal opportunity employer (EOE, including disability/vet) committed to non-discrimination in compliance with applicable laws. Capital One promotes a drug-free workplace and will consider qualified applicants with criminal histories in accordance with applicable laws and regulations. If you require an accommodation during the recruitment process, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information provided will be kept confidential and used to provide reasonable accommodations. Careers inquiries: For technical support or questions about Capital One's recruiting process, please email Careers@capitalone.com. Capital One does not provide, endorse nor guarantee third-party products or services available through this site. Capital One Financial is made up of several entities; positions posted in Canada/UK/Philippines refer to Capital One Canada, Capital One Europe, and Capital One Philippines Service Corp., respectively.
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