Job Details

Manager or Sr. Manager, Technology Risk Advisor - Market, Credit, & Liquidity Infrastructure

New York, New York, United States
NYC 299 Park Avenue (22957), United States of America, New York, New YorkManager or Sr. Manager, Technology Risk Advisor - Market, Credit, & Liquidity InfrastructureOrganization : Capital Markets, Risk Oversight, Risk and Quantitative Analysis Division Location: Flexible w/in footprint (New York, NY, McLean, VA, Dallas, TX, Houston, TX, Austin, TX, Chicago, IL, Seattle, WA, San Francisco, CA, Remote)About Capital OneCapital One, a Fortune 500 company, one of Fortune's best companies to work for, and one of the nation's top 10 banks, is one of the largest, most analytically sophisticated Financial Services providers in the world. We offer a broad spectrum of financial products and services to consumers, small businesses and commercial clients. At Capital One, we dare to dream, disrupt and deliver a better way. Our goal is simple - bring ingenuity, simplicity, and humanity to an industry ripe for change. Founder-led, Capital One is on a journey to change banking for good and to help people live their best lives. Together, we will build one of America's leading information-based technology companies. Join us. About YouYou strive to utilize the latest stacks and libraries such as Linux, Docker, Node.js, React, Isomorphic JavaScript, Redux, WebAssembly, LESS, SASS, D3, Webpack etc. You are excited by the amazing pace that the web continues to evolve. You seek new methods and tools to make great websites faster and better, both on the front-end and back-end. You believe that speed and quality can be achieved at the same time. You've shown good judgement, shipping as fast as possible, products that are built in a responsible and sustainable way. You're willing to make mistakes along the way and make sure you learn from them. Your top priority is satisfying the customer. It doesn't matter what, how, or why something has gone wrong, you'll jump in and take ownership of problems that might not even be in your team's scope to ensure the customer is always getting the best experience possible. About the Role Key Responsibilities: - You will build and maintain tools that will be used primarily by the front-office teams. The products we build can directly impact the front-office's productivity and thus the bank's bottom-line. Attention to detail, code quality, and code clarity are of utmost importance. - You will work on a pre-trade analysis tool that will help our front-office stakeholders make very important decisions with regards to their trading and hedging activities. - You will develop and maintain productive working relationships with all stakeholders including (but not limited to) other Risk teams, Front Office, Middle Office, Model Risk Office and Audit. - You will partner with our business users and troubleshoot simple to complex application issues and develop creative solutions. - You will be working in a fast-paced, dynamic and fun environment with talented and motivated colleagues who are just as motivated as you to see our tools flourish and streamline the day-to-day activities of our stakeholders. Come and build some great tools with us that will change banking for good! Basic Qualifiers: - Bachelor's degree in Computer Science, Financial Engineering, Statistics, Economics, Mathematics, or Data Analytics- At least 2 year of experience working with Capital Markets Products (including Interest Rates, Forex, and Commodity Derivatives) - At least 2 year of experience in algorithmic efficiency, data structures, and design patterns- At least 2 years of SDLC (Software Development Lifecycle) experience with at least 1 year spent in Transactional, Data Warehouse or Business Intelligence- At least 2 years of experience managing or being a leader within a technology team or Agile pod Preferred Qualifiers: - Familiar with Market Risk Models (e.g. Greeks, VaR, PFE, XVA, and others)- Familiar with Stochastic calculus, Monte Carlo Simulation, Lattices/Trees, Finite Difference, or Advanced Statistical Modeling- Familiar with market risk models such as Greeks, VaR, PFE, etc- Expertise in one or more object oriented programming language (e.g. C#, Python, Java, C++) as well as JavaScript (ES6+) and smart-client application development.- At least 5 years of experience with developing complex software systems scaling to millions of users with production quality deployment, monitoring and reliability- At least 5 years of experience with large-scale distributed storage and database systems (SQL or NoSQL, e.g.MS SQL Server or PostgreSQL)- At least 5 years of experience building High-QPS systemsAt this time, Capital One will not sponsor a new applicant for employment authorization for this position.

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