Director, ALM Strategy Job recruitment

Director, ALM Strategy-705328

Description
Newly created, high-profile, high-visibility position on Capital One-s growing ALM Strategy team. Responsible for assessing the market risk on the balance sheet and developing strategies and recommendations for positioning the exposure to desired levels and evaluating the trade-off between current earnings and potential earnings volatility.

Responsibilities:
- Lead research and analysis into quantifying the Bank-s market risk - including rate risk, basis risk, curve exposure and foreign exchange risk
- Establish interest rate risk targets and tolerances and develop strategies to achieve these objectives
- Develop quantitative and empirically supported "through the cycle" risk targets for IRR to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits
- Lead development of additional balance sheet management capabilities and hedging tactics, including FAS 133-compliant strategy development
- Drive the cross-functional development, where needed, of sophisticated balance sheet optimization modeling, taking into consideration multiple factors including earnings, rate risk profile, funding, capital, hedge accounting and other factors
- Recommend and enhance existing risk measurement methodologies to provide greater line of sight to market risk drivers
- Provide thought leadership on developing balance sheet optimization and scenario analysis
- Partner on cross-functional Treasury imperatives including project management initiatives
- Play a leadership role in integration activities involving bank acquisitions

Qualifications

Basic Qualifications:
- Bachelors Degree in business administration, finance, economics, accounting or related field of study
- 7 years of experience in bank Asset/Liability Management (ALM) and/or Capital Markets

Preferred Qualifications:
- Masters Degree in business administration, finance, economics, accounting or related field of study
- 10+ years of experience in bank Asset/Liability Management (ALM) and/or Capital Markets
- CFA or CPA
- Prior experience with QRM, Intex, Murex, and AD-Co or equivalent
- FAS 133 (ASC 815) Hedge Accounting knowledge
- In-depth understanding of bank asset liability management practices including knowledge of credit cards, mortgage loans, complex mortgage securities, deposits, and securitizations
- Excellent communication and presentation skills

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

No agencies please. Capital One is an equal opportunity employer committed to diversity in the workplace. We promote a drug-free work environment. We emphasize recruiting, hiring, and retaining the most qualified candidates and providing them with the opportunity to meet their potential. We provide an environment where differences lead to solutions.

Job : Accounting, Finance and Treasury
Primary Location : United States-Virginia-McLean-Northern VA-McLean Campus (19050)
Schedule : Full-time
Travel : Yes, 10 % of the Time

Job Posting :
Unposting Date :