Capital Market Manager
Capital Market Manager
Capital One is seeking a motivated professional for a Manager position on the Capital Markets and Analytics (CMA)’s risk and control team. The group’s goal is to ensure that CMA has solid risk management practices and effectively executes against these practices. The successful candidate will be evaluating the business risks/controls associated with these balance sheet management processes.
- Managing the Company’s interest rate and liquidity risk;
- Managing the Company’s funds transfer pricing, and the overall balance sheet strategy
- Managing the Company’s capital management processes
- Managing the Company’s valuation process for financial assets/liabilities
This position will work withfinancial model developers across various business functions to identify, monitor, and report the model risks associated with key business processes above. In addition, Specific responsibilities of this role include, but are not limited to:
- Partner with model developers, data management team and line of business to develop effective model monitoring controls for financial models used for the interest rate risk management, FTP and capital marketvaluationprocesses. Manage the implementation of monitoring processes.
- Partner with model developers and data management team to develop and produce meaningful model riskreports.
- Partner with model developers across various business areas within CMA to assess the health over model governance controls; identify areas for improvement and implement strategies to create more efficient and controlled processes.
- Undertake management control testing to ensure that the department is adequately and effectively managing risk.
- Support business areas in monitoring the risk of being non-compliance with corporate policy/procedure, as well as designing new procedures.
- Independently assess LOB processes and controls for compliance, escalating compliance risks. Support the design and implementation of key controls which ensure compliance and appropriately mitigate risks.
- Assist process owners to prepare for and execute audits and exams, consult on management responses, and monitor timeliness of remediation and closure. Influence communication and interaction with auditors and examiners
- Understand and interpret tools such as swim lane process maps, critical-to-quality trees, performance metrics, control plans, RACI roles/responsibilities
- May manage a small team of associates
- Bachelor’s degree or military experience
- At least 3 years of bankingexperience in financialrisk management function
- At least 2 years of experience in financial analysis
- Master’s Degree in Business Administration (MBA), or Master’s Degree in Finance or Economics
- Certified Financial Analyst certification or Financial Risk Management certification
- 4+ years of combined experience across risk management functions in first and second lines of defense
- 3+ years of experience in or have knowledge of balance sheet management processes, including market/liquidity risk management and fund transfer price.
- 3+ years of experience in financial models, such as QRM, PolyPaths, Murex, etc.
- 3+ years of experience in managing model risks, including model governance controls, compliance requirements.
- 2+ years of 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 develop
Job ID R50226