Associate, Market Liquidity Risk Oversight, Product Control

  • Company: Capital One
  • Location: McLean, Virginia
  • Posted: November 29, 2016
  • Reference ID: R15007
McLean 1 (19050), United States of America, McLean, Virginia

Associate, Market Liquidity Risk Oversight, Product Control

The Risk and Product Control team within the Market and Liquidity Risk Oversight (MLRO) department is seeking a qualified candidate for an Associate position. MLRO provides oversight for the management of Market and Liquidity risks across Corporate Treasury, Commercial Bank and other lines of business (LOB’s) engaged in capital markets activity. The ideal candidate will play a crucial role in establishing and driving oversight frameworks, along with ownership of monitoring and reporting activities. The responsibilities cover a broad set of capital markets areas, and offer an excellent opportunity for future increase in scope and career progress. Specifically, the Associate will be responsible for

·Computing daily P/L and Impact to OCI, performing attribution analyses and reporting for various Treasury derivative hedging programs and the Bank Investment Portfolio

·Analyzing and reporting daily risk metrics for Treasury derivative hedging programs and the Bank Investment Portfolio

·Providing effective challenge for pricing, valuation and reporting of derivative positions

·Conducting hedge effectiveness analyses and monitoring to ensure alignment of ALM hedging activities with stated strategies

·Investment portfolio monitoring to ascertain compliance with 12 CFR requirements, asset classification rules, product limits and other policy requirements

·Analyzing capital markets trade activity across multiple lines of business to assess compliance with Dodd Frank regulations and Basel capital requirements

·Oversight and governance of approved trading products, strategies and new capital markets initiatives across the Capital One enterprise

·Conducting daily trade supervision activities to cover the trade life cycle end-to-end and ensure all trading is in compliance with internal policies/standards and external regulations

-Bachelor’s Degree OR Military experience

oChartered Financial Analyst (CFA) OR Financial Risk Manager (FRM) designations

·1+ years of experience in Market Risk Management or related Capital Markets areas

·1+ years of experience with MS Excel and SQL/ other database querying languages

·1 year of experience (either through prior employment or education) in following areas:

oP/L analysis and attribution, modeling of derivative hedged positions and risk reporting for Capital Markets trading desks

oGovernance of bank investment portfolios and knowledge of applicable regulations

oFront/Middle/Back office activities for debt securities and interest rate/FX/commodities derivatives products

 At this time, Capital One will not sponsor a new candidate for work authorization for this position.

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