Manage the calculation, collection and posting of variation and initial margin and independent amount for derivative transactions in the Collateral Management System. Ensures collateral posted to Capital One by counterparties is maintained in accordance with applicable regulatory requirements and the legal agreement terms, including appropriate segregation, if applicable. Monitors the internal initial margin threshold on a counterparty basis to determine if CONA needs to establish initial margin... more details
Overview
Center 2 (19050), United States of America, McLean, Virginia
Sr. Analyst, Capital Markets & Risk - Treasury
Treasury is seeking a Senior Associate who is highly dependable, intellectually curious and can handle pressure to be a key member of Corporate Treasury's Collateral Management team. Collateral Management is responsible for posting/collecting collateral as a means of mitigating counterparty credit risk for several different types of transactions: Derivatives (Uncleared and Cleared); Capital Market transactions, Collateralization of funding programs for liquidity purposes and for specific client deposit programs.
Responsibilities:
Manage the calculation, collection and posting of variation and initial margin and independent amount for derivative transactions in the Collateral Management System.
Ensures collateral posted to Capital One by counterparties is maintained in accordance with applicable regulatory requirements and the legal agreement terms, including appropriate segregation, if applicable.
Monitors the internal initial margin threshold on a counterparty basis to determine if CONA needs to establish initial margin swap documentation with the counterparty.
Performs periodic reconciliation of collateral custody accounts.
Identifies margin discrepancies, manages valuation dispute process and related reporting.
Recommend and implement process changes to improve operational efficiency
Developing and maintaining productive relationships with key internal and external partners
Support all corporate collateral management programs and daily, monthly and quarterly reporting in accordance with internal controls and policies
Support Internal/External Audit requests
Basic Qualifications
Bachelor's Degree or military experience
At least 1 year of experience in Treasury, Capital Markets, Finance or a combination
Preferred Qualifications
2+ years of experience in Capital Markets
Proficiency with Excel (macros, pivot tables, etc.)
Coding experience (Python, SQL, etc.)
Understanding of derivatives and mortgage- backed securities
Strong communication and analytical skills
Experience presenting complex information to senior leadership
At this time, Capital One will not sponsor a new applicant for employment authorization for this position.
Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.
This role is expected to accept applications for a minimum of 5 business days.
No agencies please. Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex (including pregnancy, childbirth or related medical conditions), race, color, age, national origin, religion, disability, genetic information, marital status, sexual orientation, gender identity, gender reassignment, citizenship, immigration status, protected veteran status, or any other basis prohibited under applicable federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.
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