Company: Capital One
Location: Mc Lean, VA
Employment Type: Full Time
Wage: yearly
Description:
Senior Manager, Asset Liability Management
Location: McLean, Va
High impact, high visibility position on the ALM Strategy team; assist in developing market risk management strategies. Position is extremely analytical, requiring extensive capital markets and interest rate risk management experience in addition to exposure to financial derivatives; requires highly effective written and oral communication skills. Associate is expected to demonstrate market acumen in identifying market risks and opportunities and developing recommendations based on the Bank’s exposure.
Responsibilities include:
Assist in leading research and analysis into issues involving market risk, basis risk, curve exposure and foreign exchange risk.
Assist in the development of quantitative and empirically supported ''through the cycle'' risk targets for IRR to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits.
Focus on FAS 133-compliant strategy development including researching FAS 133 accounting implications.
Assist in driving the cross-functional development, where needed, of sophisticated balance sheet optimization modeling, taking into consideration multiple factors including earnings, rate risk profile, funding, capital, hedge accounting and other factors.
Recommend and enhance existing risk measurement methodologies to provide greater line of sight to market risk drivers.
Collaborate on cross-functional Treasury imperatives including project management initiatives.
Play an integral role in integration activities involving bank acquisitions.
Work with team and independently to identify market risks and opportunities and to develop and recommend strategies.
Experience:
Basic Qualifications:
• Bachelors Degree
• 4 years experience in Capital Markets and/or Asset/Liability Management
Preferred Qualifications:
• Bachelor’s Degree in business administration, finance, economics, accounting or related field of study
• Master's Degree in business administration, finance, economics
• 7 Years experience in Capital Markets and/or Asset/Liability Management
• CFA or CPA
• Prior experience with QRM
• FAS 133 Hedge Accounting knowledge
• In-depth understanding of bank asset/liability management practices including knowledge of credit cards, complex mortgage securities, deposits, and securitizations
• Excellent communication and presentation skills
At this time, Capital One will not sponsor a new applicant for employment authorization for this position.
No agencies please. Capital One is an equal opportunity employer committed to diversity in the workplace. We promote a drug-free work environment. We emphasize recruiting, hiring, and retaining the most qualified candidates and providing them with the opportunity to meet their potential. We provide an environment where differences lead to solutions.
Job Code: 621957
Category: Management
Post Date: Sunday, September 05, 2010 at 7:06 PM
Company: Capital One
Contact Name: Recruiter
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