Principal Analyst, Capital Markets and Risk – Model Architecture

Principal Analyst, Capital Markets and Risk – Model Architecture

The Liquidity Risk Management (LRM) team
, within Capital One’s Capital Markets and Analytics (CMA) organization, is responsible for identifying, measuring and managing the company’s liquidity risk in accordance with applicable regulations and within our Board approved risk appetite levels. The team utilizes several key liquidity frameworks designed to appropriately analyze and manage the short and long-term liquidity risk across the firm. These frameworks are driven by both internal and regulatory considerations, including Capital One’s internal stress tests, the Holding Company’s Liquidity position, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Capital One’s Contingency Funding Plan.

These frameworks are key drivers in shaping the size and composition of the company’s liquidity buffer, as well as influencing the funding profile and strategic investments.

To ensure we accurately size and account for liquidity risk, it is essential that we understand and integrate evolving business drivers/requirements, new products, or acquisitions into these frameworks. This role on the LRM team offers a high performing candidate the unique opportunity to partner with various lines of business, Finance and Risk departments, and the Corporate Development team to gain a deep understanding of liquidity risk management practices, while utilizing all aspects of our underlying technology infrastructure to deliver best in class liquidity modeling.

This role will be primarily responsible for supporting new model development, existing model maintenance on our ever evolving tech stack, and supporting data solutions and strategy for balance sheet positioning to optimize our liquidity frameworks. In addition, this role will also gain exposure to Capital One’s full liquidity adequacy framework, inclusive of all internal and regulatory liquidity stress testing tools. The ideal candidate will become well-versed in liquidity risk management metrics, corresponding data ecosystem, and model architecture to increase their strategic impact on the team.

• 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.

• Bachelor’s Degree in a quantitative major (Finance, Accounting, Economics, Mathematics, Engineering)

• At least 4 years experience in financial analysis and financial modeling

• 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

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

The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

McLean, VA:…