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Responsibilities:
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 technical/business requirements for new Corporate Development initiatives and drive the delivery of these requirements for our four key stress testing frameworks
Lead efforts to set balance sheet strategy to optimize for the LCR and NSFR
Communicate the impact of new products and initiatives to a wide array of stakeholders, including Finance Leadership, second, and third line partners
Read and analyze python code of LCR and NSFR models to assist in model enhancements, maintenance, and change control
Basic Qualifications:
Bachelor's Degree or military experience
At least 3 years of experience in financial modeling and financial analysis
At least 2 years of experience in securitization, finance, capital markets, or a combination
Preferred Qualifications:
Master’s Degree in Finance, Accounting, Financial Engineering, Economics, or other quantitative field of study
4+ years of experience in financial analysis & modeling
4+ years of experience in statistical model building
4+ years of experience in data analysis or business analysis
3+ years of experience in business or financial consulting
4+ years of experience in Tableau, Python, Amazon Web Services (AWS), or a combination
. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.
If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at . All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.
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