Manager, Treasury FP&A

  • Company: Capital One
  • Location: McLean, Virginia
  • Posted: November 22, 2016
  • Reference ID: R14782
McLean 1 (19050), United States of America, McLean, Virginia

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:

  • Manage the monthly Treasury forecast, including consolidation of inputs, assumptions, and outputs
  • Manage the monthly reporting process of the Corporate Treasury P&L and FTP Offset Center
  • Develop and communicate presentations for senior management on Treasury P&L and TOH NII/NIM
  • Coordinate the NII forecasting process in QRM for Stress Testing (CCAR/DFAST)
  • Develop and communicate presentations to senior management on stress testing results
  • Partner with other team members on understanding Treasury’s interest rate risk
  • Leverage QRM software for forecasting of Treasury portfolios (Investments, Funding, Derivatives)
  • Investigate drivers of change for Treasury P&L, including attribution analysis
  • Provide support to Investor Relations, SEC reporting, and Corporate Planning for Earnings Releases
  • Support corporate development and new initiatives within Treasury
  • Various ad-hoc requests

Basic Qualifications:

  • Bachelors degree
  • 5 years experience in within a financial institution or consulting firm
  • Previous people management experience
  • Proficiency with Excel
  • Proficiency with PowerPoint

Preferred Qualifications:

  • Bachelor’s degree in Finance and/or Accounting
  • 2 years experience with QRM or other ALM software
  • Demonstrated experience in financial statement analysis
  • Previous banking experience preferred
  • MBA, CFA, FRM, or CPA designation preferred
  • Experience with Smartview or Essbase

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