Market & Liquidity Risk Oversight (MLRO) Associate – Mclean VA

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.

Market & Liquidity Risk Oversight (MLRO) Associate – Mclean VA

Associate – Market & Liquidity Risk Oversight:
Market and Liquidity Risk Oversight (MLRO) is the second line-of-defense risk unit providing independent oversight of Capital One’s risk-taking units as they relate to market, liquidity and counterparty risk exposures. MLRO ensures the company’s risk management framework is in compliance with regulatory requirements, Board Policy and Risk Appetite. We promote prudent, well-controlled and forward looking risk assessments to ensure our partners in the Treasury, Balance Sheet Management, and Commercial areas own and effectively manage their risks. We are industry-leading professionals sought after for our thought leadership, knowledge, and ability to navigate products, risks and heightened regulatory expectations placed on large banks.

MLRO is organized into groups specializing in each of the risk areas that we cover:

Asset-Liability Management Oversight

Capital Markets Risk Oversight

Counterparty Risk Group

Liquidity Risk Oversight

Risk and Quantitative Analysis

Securities Credit Oversight

We’re seeking inventive, passionate associates with a diversity of perspectives. An associate in MLRO will have the opportunity to become well versed in key areas central to bank risk management. The associate’s responsibilities will require analytical analysis and collaboration with partners across Capital One.

Sample projects from various teams in MLRO include:
Completing counterparty credit reviews via fundamental credit analysis, market updates, relevant industry news and research, and where appropriate, client due diligence

Providing independent effective challenge and oversight for credit underwriting of Commercial Mortgage, Credit Card and other asset backed securities that constitute Capital One’s Treasury Investment Portfolio

Reviewing and providing effective challenge for interest rate risk sensitivity models of various balance sheet items, such as deposits and credit-card loans

Analyzing capital markets trade activity across multiple lines of business to assess compliance with Dodd-Frank regulations and Basel capital requirements

Basic Qualifications:
Will obtain or have obtained a Bachelor’s degree or higher between May 2016 and May 2017

Strong quantitative, analytical, problem-solving and conceptual skills

Strong interpersonal, leadership and communication skills

Ability to work in a dynamic and collaborative environment

Preferred Qualifications:
Major / Minor in a quantitative discipline including finance, economics, business, or accounting, or pursuing a related advanced degree or certification such as CFA, CPA, or FRM

A demonstrated interest in financial management and capital markets

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