Senior Credit Risk Analyst, Liquidity & Market Oversight

Capital One; McLean (VA); On-site; USD 111,000 - 127,000; Full time

Job summary

Capital One in McLean, VA is seeking a Senior Business Analyst in Liquidity Market Capital Risk Oversight (LMCRO) to review and challenge credit loss forecasts informing quarterly allowance and annual stress testing estimates. You'll work in a collaborative environment that values your insight, encourages you to take on new responsibility, and rewards innovation.

Responsibilities include analyzing assumptions, supporting improvements to loss estimation frameworks, partnering with Credit Risk

Qualifications

• At least 2 years of professional experience performing analysis.
• Currently pursuing or possessing a quantitative degree with expected completion by start date.
• Preferred: Master’s Degree in Business or a quantitative field.
• 1+ years of experience in statistical model building.
• 1+ years of experience in market research.
• 1+ years of experience in SQL querying.
• 2+ years of experience in business analysis.
• 1+ years of experience in consulting.

Responsibilities

• Identify explicit and implicit assumptions, limitations and weaknesses of credit loss estimation frameworks and raise challenges to pressure test loss projections.
• Support improvements in credit loss estimation frameworks by linking drivers of trends to historical data and testing hypotheses.
• Develop and implement processes to identify, communicate, and document challenges to loss estimation approaches.
• Collaborate with Credit Risk Management, Finance and other teams to oversee loss forecasts.
• Demonstrate strong analytical orientation and quantitative focus in risk management.
• Show sound judgment, leadership and integrity in prioritizing tasks.
• Communicate effectively to influence stakeholders and drive agreement.
• Maintain a results-driven approach in a fast-paced environment.

Skills

Credit risk analysis

Quantitative analysis

Problem solving

Education

Bachelor's Degree in a quantitative field

Master's Degree in a quantitative field or MBA with a quantitative concentration

Tools

SQL

Excel

Job description

Capital One in McLean, VA is seeking a Senior Business Analyst in Liquidity Market Capital Risk Oversight (LMCRO) to review and challenge credit loss forecasts informing quarterly allowance and annual stress testing estimates. You'll work in a collaborative environment that values your insight, encourages you to take on new responsibility, and rewards innovation.

Responsibilities include analyzing assumptions, supporting improvements to loss estimation frameworks, partnering with Credit Risk