Sr. Associate - Balance Sheet Analytics and Modeling

McLean 1 (19050), United States of America, McLean, Virginia

At Capital One, we're building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.

Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.

Sr. Associate - Balance Sheet Analytics and Modeling

Capital One's Balance Sheet Analytics and Modeling team is seeking a highly motivated and talented professional to join the group as a Senior Analyst. The Balance Sheet Analytics and Modeling Team blends the disciplines of interest rate risk management, planning and forecasting, and funds transfer pricing. The team is responsible for forecasting the total company net interest income (NII) and net interest margin (NIM), along with running various interest rate sensitivity analysis. The team also develops NIM and NII analytics to provide management guidance and to aid company strategy development. The team partners with the company's business lines on transfer pricing, understanding business dynamics and implications of business decisions to the overall balance sheet. Finally, the team also has NII forecasting oversight of Corporate Treasury, which includes the Investment Portfolio, Corporate Debt, and Derivatives. The team's primary forecasting and analysis tool is QRM.

The Senior Analyst position will work with Commercial & Small Business Deposit Banking LOB Finance and other Balance Sheet Management partners on monthly outlook and actuals processes, as well as annual processes such as Annual Budget, Long Term Finance Plan, and stress testing. The role requires exceptional analytical and communication skills. The successful candidate must demonstrate the ability to establish and maintain strong partnerships across multiple teams to understand business strategies and their implications on FTP and Treasury P&L.

Major Responsibilities Include:

- Support the Commercial and Small Business Deposit Banking businesses in FTP, forecasting, ad hoc processes

- Create reporting and analysis tools in QRM and Essbase Management Accounting (MAPS) System

- Investigate drivers of change for Commercial and Small Business Banking NII metrics

- Continuously drive operational improvements and process efficiencies

- Build and enhance Commercial and Small Business modeling and methodologies in QRM

- Support stress testing process

Basic Qualifications:
- Bachelors degree or military experience
- At least 1 year of experience within a financial institution
- Proficiency with Microsoft Office

Preferred Qualifications:
- 1+ year of banking experience within treasury function
- 1+ year of experience in asset/liability management
- 1+ year experience with quantitative risk management
- 1+ year experience in financial statement analysis
- Chartered Financial Analyst certification or Financial Risk Manager certification or Certified Public Accountant designation

At this time, Capital One will not sponsor a new applicant for employment authorization for this position.


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