Manager Capital Markets Risk jobs at Capital One in United States, Arlington
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Company (1)
Job type
Job categories
Job title (1)
United States
State
Arlington
695 jobs found
31.08.2024
CO
Capital One Manager Capital Markets Risk United States, Virginia, Arlington
Manage interest risk measurement/modeling processes (includes people management). Analyze and present results and strategic implications to senior level management. Develop appropriate controls and run risk management process. Manage relationships with...
Collaborate with business stakeholders across Front Office, Middle Office, and Accounting and Technology partners on solution development, process enhancements, and production issue resolution. Analyze and translate business requirements to well...
Serve as workstream lead for various derivatives valuation, analytics and modeling tasks owned by the team. Collaborate with derivatives trading desks and asset liability management strategy team on new derivative...
Support the Asset & Liability Management team/process as primary risk advisor, to include all associated risk management activities, analysis, effective challenge and advocacy. Support the Qualified Financial Contracts (QFC) team/process...
Assist in the monthly interest rate risk position reporting of metrics including duration of equity (DOE), economic value of equity (EVE) sensitivity, and earnings at risk (EaR). Assist in the...
Develop a complete understanding of Capital One’s Liquidity Risk framework. Develop an understanding of our technology infrastructure which drives the data analysis and modeling of our liquidity stress tests. Implement...
Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes. Produce risk analytics and reporting on the investment portfolio, including...
Manage interest risk measurement/modeling processes (includes people management). Analyze and present results and strategic implications to senior level management. Develop appropriate controls and run risk management process. Manage relationships with...
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