Senior Analyst, Capital Markets and Risk

3 weeks ago

Philadelphia, United States Capital One Financial Corp Full time
Center 2 (19050), United States of America, McLean, Virginia

Senior Analyst, Capital Markets and Risk - Liquidity Risk Management (LRM)

The Liquidity Risk Management (LRM) team, within 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 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 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 analysis and liquidity modeling.

This role will be primarily responsible for the monthly production for the Fortify Funding and Holding Company Coverage ratios, including managing the monthly execution and the annual assumption update process for each program. In addition, this role will be instrumental in setting strategy for balance sheet positioning to optimize Fortify Funding and our Holding Company Coverage Ratio. In addition to a core responsibility focused on monthly stress testing, this role will also gain exposure to Capital One's full liquidity adequacy framework, inclusive of all internal and regulatory liquidity stress testing frameworks. This role will also serve as a support to the LCR and NSFR metrics, including operations and strategic deliverables. The ideal candidate will become well versed in both metrics to increase their leverage and impact on the team.

Responsibilities:
  • 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 Fortify Funding and the Holding Company Coverage Ratio
  • 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 Fortify Funding and Holding Company Coverage Ratio models to assist in model enhancements, maintenance, and change control
Basic Qualifications:
  • Bachelor's Degree or military experience
  • At least 1 year of experience in securitization, finance, capital markets, or a combination
Preferred Qualifications:
  • Master's Degree in Business or quantitative field (Accounting, Finance, Economics, Physical Sciences, Math, Statistics, or Engineering)
  • 2+ years of experience in financial modeling and financial analysis
  • 1+ year of experience in Statistical model building
  • 1+ year of experience in market research
  • 2+ years of experience in business analysis
  • 1+ year of experience in consulting
  • 1+ year of experience in Tableau, Python, Amazon Web Services (AWS), or a combination


At this time, Capital One will not sponsor a new applicant for employment authorization for this position.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

This role is expected to accept applications for a minimum of 5 business days.

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 (including pregnancy, childbirth or related medical conditions), race, color, age, national origin, religion, disability, genetic information, marital status, sexual orientation, gender identity, gender reassignment, citizenship, immigration status, protected veteran status, or any other basis prohibited under applicable 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 [redacted] or via email at RecruitingA[redacted]. 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 C[redacted]

Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

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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