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Sr. Manager, Interest Rate Risk Management (Hybrid)
Sr. Manager, Interest Rate Risk Management (Hybrid)Capital One • Falls Church, VA, US
Sr. Manager, Interest Rate Risk Management (Hybrid)

Sr. Manager, Interest Rate Risk Management (Hybrid)

Capital One • Falls Church, VA, US
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Sr. Manager, Interest Rate Risk Management

Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Manager role on the Interest Rate Risk Management (IRR) Analytics team. The role provides an excellent opportunity to lead the interest rate forecasting function for the firm and partner with key stakeholder teams to enable important downstream processes. Additionally, the role provides an opportunity to learn about the bank's balance sheet, measure and manage interest rate risk, project net interest income in different macro-economic scenarios, and measure fair value of financial instruments.

The Senior Manager position will participate in shaping Capital One's long-term business strategy by developing numerous scenarios used for loss forecasting, monthly outlook planning as well as CCAR. The individual will also assist in developing critical analyses that drive decision-making for balance sheet and interest rate risk management. The role offers the candidate the opportunity to evaluate emerging trends in the macroeconomy to help shape Capital One's risk management strategy as well as participate in Capital One's digital initiative.

Responsibilities :

  • Manage interest rate forecasting / modeling processes (includes people management)
  • Analyze and present results and strategic implications to senior level management
  • Develop appropriate controls and run a well managed process
  • Manage relationships with internal and external stakeholders, including treasury, accounting, business lines, credit risk management and balance sheet management
  • Collaborate with various downstream leaders to design and implement customized scenarios to meet their analytical needs
  • Manage up to 4 people

Location : Center 2 (McLean, VA) - this role is Hybrid, where you will be expected to spend 3 days per week working in office and the remainder of the week working virtually.

Basic Qualifications :

  • Bachelor's Degree or military experience
  • At least 7 years of experience in financial modeling and financial analysis
  • At least 5 years of experience in securitization, OR finance, OR capital markets OR a combination
  • At least 2 years of people management experience
  • Preferred Qualifications :

  • Master's Degree in Business Administration (MBA), or 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 Financial Risk Manager (FRM) license, or Certified Public Accountant (CPA) license
  • 6+ years of experience in securitization, or in finance, or in capital markets or a combination
  • 5+ years of experience in Asset Liability Management or Interest Rate Risk
  • 5+ years of experience in Options and Derivatives Analysis
  • 5+ years of experience in Fixed Income Modeling and Econometric Modeling
  • 2+ years of experience in Fixed Income Analysis
  • 3+ years of people management experience
  • 1+ year of people management experience managing both direct and indirect reports
  • Previous experience explaining technical subject matter to non-technical audiences, and leading discussions across functions to ensure clarity around business direction and strategy
  • Experience influencing senior level management, and developing strong relationships with both internal and external partners
  • 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 : $193,000 - $220,300 for Sr. Manager, Capital Markets & 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.

    Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

    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).

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    Manager Risk Management • Falls Church, VA, US

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