Capital One Manager Market Liquidity Risk 

United States, Virginia, Arlington 

607355155

Manager, Market and Liquidity Risk

General Responsibilities

• Develop and implement strategies to mitigate interest rate risk, including balance sheet positioning and hedging strategies

• Conduct scenario analyses and stress testing to evaluate the impact of various interest rate movements to the bank’s financial position

• Utilize QRM or similar ALM modeling software to assess and manage the bank’s interest rate risk exposure.

• Prepare and present comprehensive risk reports to senior leadership, including the Treasury Strategy Committee and Asset and Liability Committee (ALCO)

• Collaborate with cross-functional teams, including Finance, Risk Management, and Business Units, to ensure alignment on risk management strategies

• Stay informed about market trends and regulatory changes affecting interest rate risk management.

Basic Requirements:

• Bachelor’s Degree in Finance, Economics, Accounting, or a related field, or military experience

• At least 6 years of of experience at a large banking institution, with a focus on interest rate risk management or Asset and Liability Management (ALM)

• At least 2 years of experience with Quantitative Risk Management (QRM) or Asset and Liability Management (ALM) modeling software

Preferred Qualifications:

• Advanced degree in Business, Finance, or Economics

• Professional Certifications such as (Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM)​

• 8+ years of experience in banking, balance sheet management, or market risk analysis

• Proficiency with Excel handling large data sets and conducting quantitative analysis

• Experience with SQL, Python, Snowflake, C#

• Ability to condense technical subject matter into clear and effective communications to management and peers

• Demonstrated ability to work collaboratively with senior leadership and cross-functional teams

• Knowledge of banking requirements related to interest rate risk management

McLean, VA: $158,400 - $180,800 for Manager, Market and Liquidity Risk New York, NY: $172,800 - $197,200 for Manager, Market and Liquidity Risk Richmond, VA: $144,000 - $164,400 for Manager, Market and Liquidity RiskThis role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

. 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.