Sr. Manager, Asset-liability Management (hybrid)

Capital One

Mclean, VA, United States
Mclean, va: $200,700 - $229,100; not specified; no...
Hybrid
Interest rate risk management
Balance sheet management
Financial modeling
Lead the interest rate forecasting function for the firm and partner with key stakeholder teams to enable important downstream processes

Job Summary

  • Lead the interest rate forecasting function for the firm and partner with key stakeholder teams to enable important downstream processes.
  • 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.
  • Manage interest rate forecasting/modeling processes, including people management, and analyze and present results and strategic implications to senior level management.

Matching Summary

Lead the interest rate forecasting function for the firm and partner with key stakeholder teams to enable important downstream processes.

Salary

McLean, VA: $200,700 - $229,100; Not specified; Not specified

Skills & Requirements

Must-have

  • Interest Rate Risk Management
  • Balance Sheet Management
  • Financial Modeling
  • Financial Analysis
  • People Management

Nice-to-have

  • Strategic Business Planning
  • Macroeconomic Scenario Analysis
  • Digital Initiatives Participation
  • Stakeholder Relationship Management

Key Requirements

  • Bachelor's Degree or military experience
  • 7+ years financial modeling and financial analysis
  • 5+ years securitization, finance, capital markets, or combination
  • 2+ years people management experience
  • Master's Degree or CFA/CTP/FRM/CPA preferred
  • 6+ years securitization, finance, capital markets, or combination preferred
  • 5+ years Asset Liability Management or Interest Rate Risk preferred
  • 5+ years Options and Derivatives Analysis preferred
  • 5+ years Fixed Income Modeling and Econometric Modeling preferred
  • 3+ years people management experience preferred
  • 1+ year managing direct and indirect reports preferred

Work Rights

Not specified

Tailored Resume

Cover Letter