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
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