Sr. Associate, Liquidity Risk Management

The Liquidity Risk Management (LRM) team within Capital Ones Capital Markets and Analytics (CMA) organization is responsible for identifying measuring and managing the companys 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 Ones Internal Liquidity Stress Test (Fortify Funding) the Holding Companys Liquidity position Liquidity Coverage Ratio (LCR) Net Stable Funding Ratio (NSFR) and Capital Ones Contingency Funding Plan. These frameworks are key drivers in shaping the size and composition of the companys 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 liquidity modeling.

This role will be primarily responsible for the production for the LCR and NSFR including managing the daily/monthly execution and quarterly reporting for the ratio in addition to setting strategy for balance sheet positioning to optimize our addition to a core responsibility focused on the LCR and NSFR this role will also gain exposure to Capital Ones full liquidity adequacy framework inclusive of all internal and regulatory liquidity stress testing frameworks.

Responsibilities:

• Develop a complete understanding of Capital Ones Liquidity Risk Framework

• Develop an understanding of all underlying regulatory requirements and principles that feed into our frameworks

• 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 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 both written response and gathered documentation for regulatory liquidity exams audits and other challenge or review forums

Basic Qualifications:

• Bachelors 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:

• Masters Degree in Finance Accounting Financial Engineering Economics or other quantitative field of study

• 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 Amazon Web Services (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. Please note that this salary information is solely for candidates hired to perform work within one of these locations and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

Candidates hired to work in other locations will be subject to the pay range associated with that location and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidates offer letter.

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

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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).