Sr. Manager, Interest Rate Risk Management (Hybrid)

Capital One • McLean, VA

79d • $193,000 - $220,300

About The Position

Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Manager role on the Interest Rate Risk Management (IRR) Analytics team. The role provides an excellent opportunity to lead the interest rate forecasting function for the firm and partner with key stakeholder teams to enable important downstream processes. Additionally, the role provides an opportunity to learn about the bank’s balance sheet, measure and manage interest rate risk, project net interest income in different macro-economic scenarios, and measure fair value of financial instruments. The Senior Manager position will participate in shaping Capital One’s long-term business strategy by developing numerous scenarios used for loss forecasting, monthly outlook planning as well as CCAR. The individual will also assist in developing critical analyses that drive decision-making for balance sheet and interest rate risk management. The role offers the candidate the opportunity to evaluate emerging trends in the macroeconomy to help shape Capital One’s risk management strategy as well as participate in Capital One’s digital initiative.

Requirements

• Bachelor's Degree or military experience
• At least 7 years of experience in financial modeling and financial analysis
• At least 5 years of experience in securitization, OR finance, OR capital markets OR a combination
• At least 2 years of people management experience

Nice To Haves

• 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 or a combination
• 5+ years of experience in Asset Liability Management or Interest Rate Risk
• 5+ years of experience in Options and Derivatives Analysis
• 5+ years of experience in Fixed Income Modeling and Econometric Modeling
• 2+ years of experience in Fixed Income Analysis
• 3+ years of people management experience
• 1+ year of people management experience managing both direct and indirect reports
• Previous 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

Responsibilities

• Manage interest rate forecasting/modeling processes (includes people management)
• Analyze and present results and strategic implications to senior level management
• Develop appropriate controls and run a well managed process
• Manage relationships with internal and external stakeholders, including treasury, accounting, business lines, credit risk management and balance sheet management
• Collaborate with various downstream leaders to design and implement customized scenarios to meet their analytical needs
• Manage up to 4 people

Benefits

• Comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being
• Performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI)

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: Bachelor's degree