Senior Analyst, Capital Markets & Risk

Capital One • McLean, VA

79d • $109,000 - $124,400

About The Position

Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Analyst role on the Interest Rate Risk Management (IRR) Analytics team. The role provides an excellent opportunity to learn about the bank's balance sheet, measure and manage interest rate risk, project net interest income in different macro-economic scenarios, and measure fair value of financial instruments. The Senior Analyst position will participate in shaping Capital One's long-term business strategy by developing analysis and reports to evaluate the company's interest rate risk (IRR) and Foreign exchange risk (FX) positions. The individual will also assist in developing critical analyses that drive decision-making for balance sheet and interest rate risk management. The role offers the candidate the opportunity to evaluate emerging trends in the capital markets and banking industry to help shape Capital One's risk management strategy as well as participate in Capital One's digital initiative.

Requirements

• Bachelor's degree or military experience
• At least 1 year of experience in finance

Nice To Haves

• Master's degree
• 1+ year of experience in asset liability management (ALM) or fixed income analysis
• 1+ year of experience with Quantitative Risk Management (QRM) or other interest rate risk modeling
• 1+ year of experience with database platforms, including SQL
• 1+ year of experience using Python
• Certified Financial Analyst designation, Financial Risk Management designation, or Certified Public Accountant designation
• Proficiency with Excel and PowerPoint

Responsibilities

• Assist in the monthly interest rate risk position reporting of metrics including duration of equity (DOE), economic value of equity (EVE) sensitivity, and earnings at risk (EaR)
• Create and analyze interest rate risk reports and communicate month-over-month changes
• Assist in various planned and ad hoc corporate projects like stress testing, corporate planning, quarterly earnings preparation, and other analysis as necessary
• Communicating valuation and net interest income analytics to senior management and internal partners
• Work closely with Market Risk's Portfolio Managers to understand portfolios' interest rate risk position, assumptions, and overall impact
• Assist in preparation of executive level presentations (ALCO, Board, etc.)
• Create and maintain documentation for procedures and analysis

Benefits

• Comprehensive health benefits
• Financial benefits including performance-based incentive compensation
• Inclusive set of benefits that support total well-being

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Industry: Credit Intermediation and Related Activities
• Education Level: Bachelor's degree