Senior Associate - Liquidity and FTP Risk Oversight
Senior Associate – Liquidity and FTP Risk Oversight
Level: Senior Associate
Division: Risk Management – Market and Liquidity Oversight (MLRO)
This position reports to the head of Liquidity and Funds Transfer Pricing (FTP) Risk Oversight (LRO) team within the Market and Liquidity Risk Oversight Group, and primarily supports the LRO team in the functions of risk analysis, strategic reporting, and research and policy related analysis. The candidate is expected to interact with many different business groups with the ability to provide quality independent analysis. The ideal candidate will be self-starter who can handle new projects and provide insightful solutions. This is a dynamic, fast-paced opportunity for a motivated and driven candidate that provides an excellent opportunity for growth in the areas of Capital Markets and Market and Liquidity Risk Management. The candidate is specifically responsible for:
-Reviewing and analyzing the FTP framework at Capital One and effectively communicating issues to management.
Proactively engaging in and providing analytical support for various on-going FTP oversight projects.
-Proposing, designing and/or enhancing existing reporting infrastructure to strengthen the format and content delivered to senior management within the Commercial Bank, Risk, M&A and Treasury divisions.
-Interacting with key stakeholders to evaluate the liquidity and FTP risk inherent in business strategies and providing support for balance sheet analysis
-Conducting ad hoc analyses and participating in research projects aimed at identifying emerging risk trends, quantifying the impacts of recent regulatory changes, etc
- Review the firm’s FTP reporting to ensure risk is appropriately mitigated.
- Partner with different divisions within the company and develop strong working relationships.
- Develop strong understanding of the regulatory environment and assist in the build out of the governance framework, related policies, standards and procedures governing firm-wide liquidity risk management
-Bachelor’s Degree or equivalent experience or military experience
-At least 2 years of experience working in Capital Markets, or at least 2 years of experience working in FTP, or at least 2 years of experience working in Mortgage Banking, or at least 2 years of experience working in Liquidity, or at least 2 years of experience working in ALM, or at least 2 years of experience working in Market Risk Management, or at least 2 years of experience working in Capital Management
- MBA in Finance or Economics, or MBA in CFA, or MBA in FRM
- Proficiency with Excel handling large data sets and conducting quantitative analysis
- 3 years of experience in Liquidity or 3 years of experience in FTP
- 1 year of experience using QRM
- Ability to condense technical subject matter into clear and effective communications to management and peers
At this time, Capital One will not sponsor a new applicant for employment authorization for this position.