Sr. Manager, Interest Rate Risk Management (Hybrid)
Capital One
Sr. Manager, Interest Rate Risk Management (Hybrid)
Job Description
Overview
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
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
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
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.Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital 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.comCapital 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).
Locations
- McLean, Virginia McLean, VirginiaMcLean
Salary
80,000 - 135,000 USD / yearly
* This is an estimated range based on market data and may vary based on experience and qualifications.
Skills Required
- interest rate forecastingintermediate
- financial modelingintermediate
- people managementintermediate
- stakeholder managementintermediate
- econometric modelingintermediate
- fixed income analysisintermediate
- strategic analysisintermediate
- scenario developmentintermediate
Required Qualifications
- Bachelor's Degree or military experience (experience)
- At least 7 years of experience in financial modeling and financial analysis (experience)
- At least 5 years of experience in securitization, OR finance, OR capital markets OR a combination (experience)
- At least 2 years of people management experience (experience)
- Master’s Degree in Business Administration (MBA), or Master’s Degree in Finance, Accounting, Financial Engineering, Economics, or other quantitative field of study (experience)
- Chartered Financial Analyst (CFA) license, or Certified Treasury Professional (CTP) license, or Financial Risk Manager (FRM) license, or Certified Public Accountant (CPA) license (experience)
- 5+ years of experience in Asset Liability Management or Interest Rate Risk (experience)
- 5+ years of experience in Options and Derivatives Analysis (experience)
- 5+ years of experience in Fixed Income Modeling and Econometric Modeling (experience)
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
Benefits
- general: comprehensive, competitive, and inclusive set of health, financial and other benefits
Answer 10 quick questions to check your fit for Sr. Manager, Interest Rate Risk Management (Hybrid) @ Capital One.
Related Books and Jobs
Sr. Manager, Interest Rate Risk Management (Hybrid)
Capital One
Sr. Manager, Interest Rate Risk Management (Hybrid)
Job Description
Overview
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
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
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
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.Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital 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.comCapital 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).
Locations
- McLean, Virginia McLean, VirginiaMcLean
Salary
80,000 - 135,000 USD / yearly
* This is an estimated range based on market data and may vary based on experience and qualifications.
Skills Required
- interest rate forecastingintermediate
- financial modelingintermediate
- people managementintermediate
- stakeholder managementintermediate
- econometric modelingintermediate
- fixed income analysisintermediate
- strategic analysisintermediate
- scenario developmentintermediate
Required Qualifications
- Bachelor's Degree or military experience (experience)
- At least 7 years of experience in financial modeling and financial analysis (experience)
- At least 5 years of experience in securitization, OR finance, OR capital markets OR a combination (experience)
- At least 2 years of people management experience (experience)
- Master’s Degree in Business Administration (MBA), or Master’s Degree in Finance, Accounting, Financial Engineering, Economics, or other quantitative field of study (experience)
- Chartered Financial Analyst (CFA) license, or Certified Treasury Professional (CTP) license, or Financial Risk Manager (FRM) license, or Certified Public Accountant (CPA) license (experience)
- 5+ years of experience in Asset Liability Management or Interest Rate Risk (experience)
- 5+ years of experience in Options and Derivatives Analysis (experience)
- 5+ years of experience in Fixed Income Modeling and Econometric Modeling (experience)
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
Benefits
- general: comprehensive, competitive, and inclusive set of health, financial and other benefits
Answer 10 quick questions to check your fit for Sr. Manager, Interest Rate Risk Management (Hybrid) @ Capital One.
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