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Senior Associate - Market & Liquidity Risk Oversight, Asset-Liability Management & Securities Credit Oversight

Capital One


Location:
McLean, VA
Date:
05/29/2017
Job Code:
capitalone2-R20882
Categories:
  • Financial Services
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Job Details

Company Capital One

Job Title: Senior Associate - Market & Liquidity Risk Oversight, Asset-Liability Management & Securities Credit Oversight

JobID: capitalone2-R20882

Location: McLean, VA, 22106, USA

Description: McLean 1 (19050), United States of America, McLean, Virginia



At Capital One, we’re building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.



Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.



Senior Associate - Market & Liquidity Risk Oversight, Asset-Liability Management & Securities Credit Oversight



**Title** **: Senior Associate, Market & Liquidity Risk Oversight, Asset-Liability Management & Securities Credit Oversight**



**Level:** Senior Associate



**The position is in the Market & Liquidity Risk Oversight team in the Risk Organization. The role will cover oversight of risks and strategies stemming from both Asset-Liability Management and Securities Credit.**



**In regards to Securities Credit, the Senior Associate will:**



• Provide independent effective challenge and oversight for credit underwriting of Commercial Mortgage, Credit Card and other asset backed securities that constitute Capital One’s Treasury Investment Portfolio



• Ensure investment activities within the Investment Portfolio conform to internal policies, risk appetite limits as established by the Board, and applicable regulations as established by the OCC and other governing agencies



• Oversee the company Standards for securities trading, underwriting, and monitoring to ensure their on-going applicability to changing business needs



• Seek efficiencies in existing analysis and reporting processes, and enhance their overall quality



• Partner with multiple teams in providing timely feedback to regulators and internal/external bank examiners on the bank’s investment portfolio activities



• Provide effective challenge for the quarterly securities impairment process (OTTI)



**In regards to Asset Liability Management (ALM), the Senior Associate will:**



• Provide effective challenge and work closely with groups in Treasury on the Asset Liability Management target and limit setting framework



• Provide effective challenge and work closely with groups in Treasury on proposed ALM strategies, including the incorporation of balance sheet levers such as Derivatives or the Investment Portfolio



• Provide effective challenge for CCAR analyses of OTTI and Securities AOCI



**The role will leverage/develop knowledge of the following finance areas:**



+ Securities valuations and risk exposures – both interest rate and credit risk (including MBS, ABS, CMBS, Treasuries, etc.)

+ Bank Asset-Liability Management (including Economic Value of Equity and Net Interest Income)

+ Key accounting considerations impacting bank ALM and Investment Portfolio management (e.g., OTTI, AFS/HTM, AOCI, Hedge Accounting)



**Basic Requirements:**

-Bachelor’s Degree OR Military experience



-At least 2 years of experience in Capital Markets OR at least 2 years of experience in Market Risk Management



-At least 2 years of experience with Excel



**Preferred Qualifications:**



-Chartered Financial Analyst (CFA) OR Financial Risk Manager (FRM)



-1 year of interest rate risk measurement experience



-1 year of experience in securities analysis with through a rating agency, buy side investing, banking, or consulting with exposure to derivatives and securitized products



-2 years of experience in data analysis relating to relevant areas (i.e., ALM, Credit Risk)



**_At this time, Capital One will not sponsor a new candidate for employment authorization for this position._**



At Capital One, we’re building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.                                               


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