Principal Analyst, Capital Markets and Risk - Model Architecture

**** Responsibilities**:
*** Develop a deep understanding of Capital One’s Liquidity Risk framework
* Develop a complete understanding of our technology infrastructure which drives the data analysis and modeling of our liquidity stress tests
* Lead testing, model development, model governance, and documentation related efforts associated with new products, Corporate Development initiatives, system migrations, and new regulatory requirements in order to maintain the daily and monthly operations of our liquidity stress testing frameworks
* Communicate the impact of new products and initiatives to a wide array of stakeholders, including Finance Leadership, second, and third line partners
* Have a deep understanding of python code of Liquidity models to lead model enhancements, maintenance, and change controls
* Drive new technical developments and/or enhancements to provide strategic, data-driven insights to leadership and partner teams.
**** Basic Qualifications**:
*** Bachelor’s Degree in a quantitative major (Finance, Accounting, Economics, Mathematics, Engineering)
* At least 4 years experience in financial analysis and financial modeling
**** Preferred Qualifications**:
*** Master’s Degree in Finance OR Accounting, Financial Engineering, Economics, or other quantitative field of study
* 5+ years of experience in financial analysis & modeling
* 4+ years of experience in statistical model building
* 3+ years of experience in business or financial consulting
* 4+ years of experience in Tableau, Python, Amazon Web Services (AWS), or a combination

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the . Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.
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