Manager, Capital Markets and Risk Internal Liquidity Stress Testing

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 stress tests 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 monthly production for the Fortify Funding and Holding Company Coverage ratios including managing the monthly execution and the annual assumption update process for each addition this role will be instrumental in setting strategy for balance sheet positioning to optimize Fortify Funding and our Holding Company Coverage addition to a core responsibility focused on monthly stress testing this role will also gain exposure to Capital Ones full liquidity adequacy framework inclusive of all internal and regulatory liquidity stress testing frameworks. This role includes data aggregation operations and strategic deliverables.

Responsibilities:

• Develop a complete understanding of Capital Ones Liquidity Risk Framework and all underlying regulatory requirements and principles that feed into our frameworks

• Develop deep subject matter expertise on the Fortify Funding / Contingency Funding Plan regulatory rules application of treatment across our balance sheet and partnership with Legal Treasury and LOBs partners for new products initiatives etc.
  Own the monthly production of the Fortify Funding / Holding Company Coverage Ratio metrics and reporting (to governance committees)

• Lead efforts to set balance sheet strategy to optimize for Fortify Funding and the Holding Company Coverage Ratio

• Communicate Fortify Funding and Holding Company Coverage Ratio subject matter expertise impacts and results to a wide array of stakeholders including Finance Leadership second / third line partners and regulators

• Develop an understanding of our technology infrastructure which drives the data analysis and modeling of our liquidity stress tests

• Lead requirements documentation E2E testing and validation related efforts associated with new products new systems Enterprise Wide Initiatives (EWIs) and Corporate Development initiatives in order to maintain the monthly operations of our liquidity stress testing frameworks

• 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 5 years experience in accounting financial analysis and financial modeling

Preferred Qualifications:

• Bachelors Degree in a quantitative major (Finance Accounting Economics Mathematics or Engineering)

• Masters Degree in Business Administration (MBA) Accounting Finance or Economics or other quantitative field of study

• 6 years of experience in financial analysis and financial modeling

• 6 years of experience in Advanced Microsoft Excel/Google Sheets and Google Slides

• Experience in Tableau Python Amazon Web Services (AWS) or a combination

• Ability to demonstrate strong verbal and written communication skills

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).