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Senior Associate, Treasury & Balance Sheet Management

Capital One


Location:
McLean, VA
Date:
06/26/2017
2017-06-262017-07-25
Job Code:
capitalone2-R26405
Categories:
  • Engineering
  • Management
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Job Details

Company Capital One

Job Title: Senior Associate, Treasury & Balance Sheet Management

JobID: capitalone2-R26405

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, Treasury & Balance Sheet Management



Capital One is seeking a motivated professional to join the QRM Financial Engineering and Technology team as a Senior Associate. This team is part of the Treasury & Balance Sheet Management (TBSM) group and owns the Net Interest Income modeling and forecasting capabilities in the company’s risk management platform, Quantitative Risk Management (QRM). This system is used for interest rate risk management, planning and forecasting, stress testing, funds transfer pricing, and liquidity risk management. We are looking for someone who can closely collaborate with peers to understand various QRM use cases, and design and release innovative planning solutions in a controlled manner.



**Responsibilities**



+ Support the development of a well-controlled framework to manage QRM modeling for interest rate risk management and financial forecasting.

+ Lear to design, test and implement changes in the QRM system based on the business’ modeling needs.

+ Facilitating QRM version upgrades, and partnering with the quantitative modeling team on new modeling developments.

+ Collaborate with various QRM user groups and develop a good understanding of business needs, strategy and products.

+ Maintain the QRM model’s efficiency and accuracy through continuous improvement and application of best practices.

+ Serve as a thought leader in the coupling of technology and financial frameworks/models, remain knowledgeable of new functionalities available in QRM.

+ Pursuing cutting edge modeling enhancements by identifying areas of opportunity in our existing framework.

+ Partner closely with the IT team to develop automated solutions for QRM processes.



Candidate must possess the following:



+ Strong analytical, problem solving, and quantitative skills.

+ Exhibits drive to continuously improve all aspects of their work in a collaborative fashion.

+ Strong communication skills with the ability to quickly understand existing models and new requirements/business needs



**Basic Qualifications:**



+ Bachelor's Degree or military experience.

+ At least 2 years of experience or a Master’s Degree in a quantitative subject (e.g. Finance, Engineering, etc.)

+ Proficiency with Microsoft Excel



**Preferred Qualifications:**



+ Master's of Business Administration (MBA) or Master’s Degree in a Quantitative or finance discipline.

+ 3+ years of experience in asset/liability management (ALM) or 3+ years of financial planning and analysis (FP&A).

+ 1+ year of experience with QRM or other ALM software.

+ 1+ year of SQL or Programming Languages

+ 1+ year of financial modeling experience

+ Chartered Financial Analyst designation



**At this time, Capital One will not sponsor a new applicant for employment authorization for this position.**



**TBLI**



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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