Manager, Treasury FP&A
Capital One’s Asset/Liability Management (ALM) Analytics Team is seeking a highly motivated and talented professional to join the group as a Manager. ALM Analytics is responsible for the monthly measurement and analysis of the company’s interest rate risk position. The group also partners with key stakeholders across the firm to evaluate the company’s risk management strategy and works on various balance sheet management initiatives.
The Manager will lead a team of two analysts with primary responsibility for the overall consolidation, analysis, and communication of the Treasury P&L as part of the overall company’s monthly forecasting process. This includes ownership of the forecasting process for Investments, Wholesale Funding, Derivatives, and analysis of the funds transfer pricing (FTP) offset/mismatch center. In addition, the position will manage the monthly review of Treasury’s financial results and outlook through presentations to senior leadership. The role requires exceptional analytical and communication skills. The successful candidate must demonstrate the ability to establish and maintain strong partnerships across the enterprise to understand the moving pieces of Treasury’s P&L from ALM and FTP activities. The Manager role will also have responsibility for the analysis of the firm’s net interest income/margin (NII/NIM) profile for monthly forecasting and stress testing (CCAR/DFAST).
Major Responsibilities Include: