Principal Analyst, Capital Markets and Risk - Model Architecture

The Liquidity Risk Management (LRM) team, within Capital One's Capital Markets and Analytics (CMA) organization, is responsible for identifying, measuring and managing the company's liquidity risk in accordance with applicable regulations and within our Board approved risk appetite levels. The team utilizes several key liquidity frameworks designed to appropriately analyze and manage the short and long-term liquidity risk across the firm. These frameworks are driven by both internal and regulatory considerations, including Capital One's internal stress tests, the Holding Company's Liquidity position, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Capital One's Contingency Funding Plan. These frameworks are key drivers in shaping the size and composition of the company's liquidity buffer, as well as influencing the funding profile and strategic investments.

To ensure we accurately size and account for liquidity risk and maintain appropriate model governance on our high risk liquidity models and other quantitative EWIs and metrics, it is essential that we understand and integrate evolving business drivers/requirements, new products, or acquisitions into these frameworks. This role on the LRM team offers a high performing candidate the unique opportunity to partner with various lines of business, Finance and Risk departments, and the Corporate Development team to gain a deep understanding of liquidity risk management practices while utilizing all aspects of our underlying technology infrastructure to deliver best in class liquidity modeling.

This role will be primarily responsible for supporting new model development, existing model maintenance on our ever evolving tech stack, and supporting data solutions and strategy for balance sheet positioning to optimize our liquidity frameworks. In addition, this role will also gain exposure to Capital One's full liquidity adequacy framework, inclusive of all internal and regulatory liquidity stress testing tools. The ideal candidate will become well-versed in liquidity risk management metrics, corresponding data ecosystem, and model architecture to increase their strategic impact on the team.

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 testing, model development, model governance, and documentation related efforts associated with new products, system migrations, and new regulatory requirements in order to maintain the daily and monthly operations of our liquidity stress testing frameworks

• Communicate the impact of new products and initiatives to a wide array of stakeholders, including Finance Leadership, second, and third line partners

• Have a deep understanding of python code of Liquidity models to lead model enhancements, maintenance, and change controls

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 finance OR capital markets OR consulting OR a combination

Preferred Qualifications:

• Master's Degree in Finance OR Accounting OR Financial Engineering, OR 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, OR Python OR Amazon Web Services (AWS), OR a combination

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

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. 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 RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com

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Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).