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Capital One · 3 days ago

Sr. Manager, Interest Rate Risk Management (Hybrid)

McLean, VA

Full-time

Hybrid

Senior Level, Lead/Staff, Director/Executive

$201K/yr - $229K/yr

7+ years exp

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.

Financial Services

Comp. & Benefits

No H1B

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

Qualification

Financial modelingInterest Rate RiskSecuritizationPeople managementFixed Income ModelingEconometric ModelingCFA licenseCTP licenseFRM licenseCPA licenseOptionsDerivatives AnalysisFixed Income AnalysisRelationship managementTechnical communication

Required

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

Preferred

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