Senior Associate - Trade Analytics & Valuation

Capital One • McLean, VA

4d • Onsite

About The Position

This position in Capital One’s Capital Markets Analytics - Trade Analytics and Valuation team offers the candidate a unique opportunity to be part of a dynamic analytics and modeling team and work with various cross-functional Finance and Tech teams, with a focus on fixed income valuation, analytics and process automation. The role requires exceptional problem solving, innovation, analytical, and communication skills. We expect our analysts to build up product knowledge and expertise on a wide range of capital markets instruments, as well as to learn and utilize new tools and technologies to improve efficiency and controls on our business processes. An ideal candidate will be on the leading edge of analytical technology with a passion for the newest and most innovative tools. Possessing strong problem solving and conceptual thinking abilities in addition to communication, interpersonal and leadership skills are also important. This position will be in a fast-paced and analytical environment where you will be handling multiple concurrent projects while working independently and in teams. You will build, and maintain well-managed process and data solutions and capabilities to tackle challenging business problems.

Requirements

• Bachelor's Degree or military experience
• At least 2 years of experience working in the financial industry

Nice To Haves

• Master’s degree in finance, financial engineering, economics, engineering, math, or information systems
• 1+ years of experience with capital markets, structured finance, fixed income, derivatives, or valuation
• 1+ years of experience working with Python, R, or SQL
• CFA or FRM charter holder or candidate
• Experience with Google Suite, Quicksuite, Snowflake, PolyPaths, Murex, or QRM
• Business process improvement experience along with the ability to work effectively in a team environment, deliver accurate results, and adhere to tight deadlines

Responsibilities

• Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes
• Produce risk analytics and reporting on the investment portfolio, including interest rate risk measurement, performance attribution, AOCI sensitivity and Perform analysis to support Comprehensive Capital Analysis and Review (CCAR) stress testing for the investment portfolio
• Work closely with business partners, IT and third-party pricing vendors to resolve any issues in the valuation and reporting process
• Leverage new technologies to re-engineer and streamline business processes
• Establish and maintain well-managed processes; document processes and controls to support internal and external reviews / exams
• Develop knowledge of our portfolios and underlying risk drivers and communicate effectively to the management and downstream users.
• Prepare and communicate results to the senior management and related committees

Benefits

• comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being
• performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI)

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level