Chief Interest Rate Risk Manager, Capital Market Expert

1 week ago


McLean, Virginia, United States Capital One Careers Full time
About This Role

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 Description

As 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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