Sr. Associate, IRR Portfolio Manager (Hybrid)

Capital One • Mclean, VA

78d • $109,000 - $124,400 • Hybrid

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 or capital markets or a combination

Nice To Haves

• Master of Business Administration or Master's in Finance or related area
• 1+ year of experience in asset liability management (ALM), or fixed income analysis, or corporate finance, or other finance-related function
• 1+ year of experience in Quantitative Risk Management (QRM) or other interest rate risk modeling
• 1+ year of experience in data and technology systems, including SQL
• 1 + year of experience using coding languages (Python) to automate workflow
• Certified Financial Analyst designation or 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 measuring the fair value of financial instruments, and communicating analytics to senior management
• Assist in various planned and ad hoc corporate projects like stress testing, corporate planning, quarterly earnings preparation, and other analysis as necessary
• Communicating portfolio level trends and analytics to internal team members, senior management as well as other stakeholders
• Assist in model performance backtesting
• Assist in preparation of executive level presentations (ALCO, Board, etc.)
• Create and maintain documentation for procedures and analysis

Benefits

• Comprehensive health benefits
• Financial benefits
• Inclusive benefits supporting 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: Entry Level
• Industry: Credit Intermediation and Related Activities
• Education Level: Bachelor's degree