Senior Analyst, Capital Markets & Risk

Senior Analyst, Capital Markets & Risk

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.

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

Basic Qualifications:

• Bachelor’s degree or military experience

• At least 1 year of experience in finance

Preferred Qualifications: 

• 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

At this time, Capital One will not sponsor a new applicant for employment authorization for this position.

The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

McLean, VA: $109,000 - $124,400 for Sr. Analyst, Capital Markets & Risk

 

 

 

 

 

 

 

 

 

 

Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.

This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

This role is expected to accept applications for a minimum of 5 business days.

No agencies please. Capital One is an equal opportunity employer (EOE, includi