Senior Associate, Capital Markets & Risk

Capital One • McLean, VA

16d • $109,000 - $124,400

About The Position

Senior Associate, Capital Markets & Risk LMCRO provides oversight of Capital One’s Treasury group, the Commercial Bank, and other lines of business engaged in capital markets activity. The team is responsible for effectively managing the Company’s assets, liabilities, and capital position to help achieve long-term financial objectives and ensure that all regulatory and investor requirements are satisfied. This includes identifying and managing market risks, specifically interest rate, credit, FX, and commodities, that affect or have the potential to affect financial results, balance sheet strength, and/or investor confidence. We are seeking an experienced Senior Associate to join our team. The ideal candidate will have a background in banking or finance, an understanding of interest rate risk management, FX markets, and be familiar with concepts applicable to derivative and fixed income management. This role requires excellent communication skills and the ability to collaborate with senior leadership to identify and mitigate market risks.

Requirements

• Bachelor’s degree in Finance, Economics, Accounting, or Military experience
• At least 2 years of experience in Market Risk Management or Capital Markets
• excellent communication skills and the ability to collaborate with senior leadership to identify and mitigate market risks

Nice To Haves

• Master’s degree in Economics, Finance, Data Science, or an MBA
• Professional certifications such as CFA as or FRM
• Experience with regulatory reporting and compliance related to interest rate risk
• Strong analytical skills and attention to detail

Responsibilities

• Develop and implement strategies to mitigate interest rate risk, including balance sheet positioning and hedging strategies
• Daily and month-end risk monitoring and reporting for a collection of programs. This will include producing risk analytics and income forecasts on banking programs including card, commercial lending, derivatives, and structured products
• Conduct scenario analyses and stress testing to evaluate the impact of various interest rate movements to the bank’s financial position
• Utilize QRM or similar ALM modeling software to assess and manage the bank’s interest rate risk exposure.
• Prepare and present comprehensive risk reports to senior leadership
• Collaborate with cross-functional teams, including Finance, Risk Management, and Business Units, to ensure alignment on risk management strategies
• Stay informed about market trends and regulatory changes affecting interest rate risk management.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees