Senior Associate, Treasury & Balance Sheet Management

  • Company: Capital One
  • Location: McLean, Virginia
  • Posted: October 28, 2016
  • Reference ID: R13454
McLean 1 (19050), United States of America, McLean, Virginia

Senior Associate, Treasury & Balance Sheet Management

Capital One is seeking a motivated professional to join the QRM Financial Engineering and Technology team as a Senior Associate. This team is part of the Treasury & Balance Sheet Management (TBSM) group and owns the Net Interest Income modeling and forecasting capabilities in the company’s risk management platform, Quantitative Risk Management (QRM). This system is used for interest rate risk management, planning and forecasting, stress testing, funds transfer pricing, and liquidity risk management. We are looking for someone who can closely collaborate with peers to understand various QRM use cases, and design and release innovative planning solutions in a controlled manner.


  • Support the development of a well-controlled framework to manage QRM modeling for interest rate risk management and financial forecasting.
  • Lear to design, test and implement changes in the QRM system based on the business’ modeling needs.
  • Facilitating QRM version upgrades, and partnering with the quantitative modeling team on new modeling developments.
  • Collaborate with various QRM user groups and develop a good understanding of business needs, strategy and products.
  • Maintain the QRM model’s efficiency and accuracy through continuous improvement and application of best practices.
  • Serve as a thought leader in the coupling of technology and financial frameworks/models, remain knowledgeable of new functionalities available in QRM.
  • Pursuing cutting edge modeling enhancements by identifying areas of opportunity in our existing framework.
  • Partner closely with the IT team to develop automated solutions for QRM processes.

Candidate must possess the following: 

  • Strong analytical, problem solving, and quantitative skills.
  • Exhibits drive to continuously improve all aspects of their work in a collaborative fashion.
  • Strong communication skills with the ability to quickly understand existing models and new requirements/business needs

Basic Qualifications:

  • Bachelor's Degree or military experience.
  • At least 2 years of experience or a Master’s Degree in a quantitative subject (e.g. Finance, Engineering, etc.)
  • Proficiency with  Microsoft Excel

Preferred Qualifications:

  • Master's of Business Administration (MBA) or Master’s Degree in a Quantitative or finance discipline.
  • 3+  years of experience in asset/liability management (ALM) or 3+ years of financial planning and analysis (FP&A).
  • 1+ year of experience with QRM or other ALM software.
  • 1+ year of SQL or Programming Languages
  • 1+ year of financial modeling experience
  • Chartered Financial Analyst designation 

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


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