EXPERIENCE

Sr. Associate

• Analysis: Daily and month-end risk monitoring and reporting for Capital One’s Investment Portfolio, derivative businesses, and general interest rate and FX risk. This will include producing risk analytics and income forecasts on banking programs including card, deposits, retail lending, commercial lending, derivatives, and structured products
• Product: Perform modeling/analytics to assist new product evaluations and strategies for various products impacting the interest rate risk and credit profile of the bank.
• Interest Rate Risk: Support improvements by connecting drivers of rate trends to historical factors, creating risk models, and testing hypotheses using rigorous monitoring and analysis
• Partnership: Work closely with colleagues across Capital One including: Balance Sheet Management, IT, Operations, Traders, Model Risk Office, and others to drive improvement in quality, volume, service, and profitability
• Strategic & analytic orientation: A proven track record of decision making and problem solving based on analytics. Conceptual thinking skills must be complemented by a strong quantitative orientation, given that a large part of the business is based on rigorous interest rate and FX risk management
• Strong business judgment, leadership and integrity: He/she should be a tenacious decision maker, able to bring a healthy, aggressive, yet responsible approach to business
• Strong communication skills: Impeccable written and oral communication credentials, coupled with strategic influencing skills and the ability to drive agreement through intellect, interpersonal and negotiation skills. The BA will be responsible for creating and presenting materials to senior management and committees accountable for asset and liability management within the Company.
• Adept at system development: The BA will be responsible for working directly with various IT teams to develop business requirements within our risk management systems. This includes gaining additional knowledge of factors impacting existing models and implementing changes to efficiently scale new analytics
• Clear results orientation: display an intense focus on achieving both short and long term goals. He/she should be able to drive and execute an agenda in an uncertain and fluid environment
• Successful track record of thriving in a fast paced, entrepreneurial and dynamic environment. Previous consulting experience is a plu