Onsite Principal Analyst, Capital Markets and Risk – Model Architecture

Posted 3 days ago

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About the role

  • Principal Analyst developing liquidity risk models within Capital One’s Capital Markets. Leading model governance and enhancements while collaborating with multiple teams for strategic insights.

Responsibilities

  • Develop a deep understanding of Capital One’s Liquidity Risk framework
  • Develop a complete understanding of our technology infrastructure which drives the data analysis and modeling of our liquidity stress tests
  • Lead testing, model development, model governance, and documentation related efforts associated with new products, Corporate Development initiatives, system migrations, and new regulatory requirements in order to maintain the daily and monthly operations of our liquidity stress testing frameworks
  • Communicate the impact of new products and initiatives to a wide array of stakeholders, including Finance Leadership, second, and third line partners
  • Have a deep understanding of python code of Liquidity models to lead model enhancements, maintenance, and change controls
  • Drive new technical developments and/or enhancements to provide strategic, data-driven insights to leadership and partner teams.

Requirements

  • Bachelor’s Degree in a quantitative major (Finance, Accounting, Economics, Mathematics, Engineering)
  • At least 4 years experience in financial analysis and financial modeling
  • Master’s Degree in Finance OR Accounting, Financial Engineering, Economics, or other quantitative field of study (preferred)
  • 5+ years of experience in financial analysis & modeling (preferred)
  • 4+ years of experience in statistical model building (preferred)
  • 3+ years of experience in business or financial consulting (preferred)
  • 4+ years of experience in Tableau, Python, Amazon Web Services (AWS), or a combination (preferred)
  • Must be authorized to work in the U.S. without sponsorship.

Benefits

  • Comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.

Job title

Principal Analyst, Capital Markets and Risk – Model Architecture

Job type

Experience level

Lead

Salary

$119,400 - $149,800 per year

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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