Chief Interest Rate Risk Manager, Capital Market Expert
1 week ago
We are seeking a highly skilled Chief Interest Rate Risk Manager to join our team at Capital One Careers. As a Senior Manager, Capital Market and Risk, you will be responsible for the day-to-day management of the interest rate risk process and analytics for Capital One.
Job DescriptionAs a Chief Interest Rate Risk Manager, you will develop a broad financial skill set by assessing market and economic conditions as well as Capital One's business strategy to understand financial implications from various changes in interest rates for a $400+ billion balance sheet. You will serve as a resident expert and liaison for interest rate risk and manage relationships with key stakeholders including senior leadership.
Your responsibilities will include:
- Manage interest risk measurement/modeling processes (includes people management)
- Analyze and present results and strategic implications to senior level management
- Develop appropriate controls and run risk management process
- Manage relationships with internal and external stakeholders, including treasury, accounting, business lines, and balance sheet management
- Manage up to 4 people
Requirements
To succeed in this role, you will need:
- Bachelor's Degree or military experience
- At least 5 years of experience in financial modeling and financial analysis
- At least 5 years of experience in securitization, or in finance, or in capital markets
- At least 3 years of experience in Asset Liability Management, Interest Rate Risk or at least 3 years of experience in FP&A at a Commercial or Consumer Bank
- At least 2 years of experience in Options and Derivatives Analysis
- At least 2 years of people management experience
Preferred Qualifications
While not required, having the following qualifications will make you an even stronger candidate:
- Master's Degree in Business Administration (MBA), or Master's Degree in Finance, Accounting, Financial Engineering, Economics, or other quantitative field of study
- ~ Chartered Financial Analyst (CFA) license, or Certified Treasury Professional (CTP) license, or Financial Risk Manager (FRM) license, or Certified Public Accountant (CPA) license
- ~6+ years of experience in securitization, or in finance, or in capital markets
- ~5+ years of experience in Asset Liability Management or 5+ years of experience in Interest Rate Risk
- ~5+ years of experience in Options and Derivatives Analysis
- ~2+ years of experience explaining technical subject matter to non-technical audiences, and leading discussions across functions to ensure clarity around business direction and strategy
- ~ Experience influencing senior level management, and developing strong relationships with both internal and external partners
What We Offer
We offer a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Our salary range is between $180,000-$250,000 per year, depending on experience.
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