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Principal Associate- Capital Markets and Risk
Principal Associate- Capital Markets and RiskCapital One • Falls Church, VA, US
Principal Associate- Capital Markets and Risk

Principal Associate- Capital Markets and Risk

Capital One • Falls Church, VA, US
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Principal Associate- Capital Markets And Risk

Capital One is seeking a motivated professional to join the Model Development & Engineering team as a Principal Associate, Capital Markets and Risk. This team is part of the Predictive Analytics department and manages the modeling platform Quantitative Risk Management (QRM) for Net Interest Income & Sensitivity, and Valuation. We are looking for someone who can closely collaborate with peers to understand various financial modeling use cases and processes, and design and release innovative solutions in a controlled manner.

Main Responsibilities Include :

  • Innovate : Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools
  • Leverage the latest open source technologies and tools to develop / maintain financial models by identifying areas of opportunity in our existing framework.
  • Develop cloud-compatible automation and process improvements solutions for core processes across the team
  • Integrate new technologies and analysis into decision-making frameworks

Problem Solve :

  • Learn to design, test and implement changes in various models and systems, based on external business requirements and internal modeling needs
  • Collaborate with the teams across Balance Sheet Management on new modeling developments
  • Prepare presentations of complex Balance Sheet Management use cases and research results to non-specialist audience and senior management
  • Support :

  • Support the development of a well-controlled framework to manage financial modeling for interest rate risk management
  • Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices
  • Develop and maintain high quality and transparent documentation
  • 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, or in finance, or in capital markets
  • At least 1 year of experience in querying, analyzing, and working with Python and SQL
  • At least 1 year of experience in building financial models and integrating them into production processes
  • Preferred Qualifications :

  • Master's Degree in Finance, Accounting, Financial Engineering, Economics, or other quantitative field of study
  • Chartered Financial Analyst (CFA) license, or Certified Treasury Professional (CTP) license, or Certified Public Accountant (CPA) license
  • Experience working with BI reporting tools, Agile development methodologies, scripting experience with Python or Shell
  • Experience in asset / liability management (ALM) and / or financial planning and analysis (FP&A)
  • Strong communication skills with the ability to quickly understand existing models and new requirements / business needs while continuously improving all aspects of their work in a collaborative fashion
  • 4+ years of experience in securitization, or in finance, or in capital markets
  • 4+ years of experience working with relational databases to include SQL or SAS
  • At this time, Capital One will not sponsor a new applicant for employment authorization for this position. This role is hybrid meaning associates will spend 3 days per week in-person at one of our offices listed on this job posting. Fridays are enterprise-wide virtual work days. Monday, Tuesday, Wednesday and Thursday are in-person days for associates to spend time together working in our beautifully-designed team areas.

    The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

    McLean, VA : $127,500 - $145,500 for Principal Analyst, Capital Mkts & Risk Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate's offer letter. This 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.

    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.

    Capital One is an equal opportunity employer (EOE, including disability / vet) committed to non-discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

    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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