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Capital One · 3 days ago

Senior Associate, Capital Markets & Risk

McLean, VA

Full-time

Onsite

Mid, Senior Level

$111K/yr - $127K/yr

2+ years exp

Capital One is a financial services company that provides oversight of its Treasury group and other lines of business engaged in capital markets activity. The Senior Associate will develop strategies to manage interest rate risk and collaborate with senior leadership to ensure effective risk management.

Financial Services

Comp. & Benefits

No H1B

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

Qualification

Market Risk ManagementInterest Rate Risk ManagementFX MarketsDerivatives ManagementRegulatory ReportingCFAFRM CertificationAnalytical SkillsAttention to DetailCommunication SkillsCollaboration Skills