Senior Analyst, Capital Markets & Risk
Capital One
Senior Analyst, Capital Markets & Risk
Job Description
Overview
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
Bachelor’s degree or military experience
At least 1 year of experience in finance
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
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.Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.comCapital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).
Locations
- McLean, Virginia McLean, VirginiaRichmond
Salary
50,000 - 85,000 USD / yearly
* This is an estimated range based on market data and may vary based on experience and qualifications.
Skills Required
- Interest Rate Risk Managementintermediate
- SQLintermediate
- Pythonintermediate
- Excelintermediate
- PowerPointintermediate
- Asset Liability Management (ALM)intermediate
- Quantitative Risk Management (QRM)intermediate
Required Qualifications
- Bachelor’s degree or military experience (experience)
- At least 1 year of experience in finance (experience)
- Master's degree (preferred) (experience)
- 1+ year of experience in ALM or fixed income analysis (preferred) (experience)
- 1+ year of experience with QRM or interest rate risk modeling (preferred) (experience)
- 1+ year of experience with database platforms including SQL (preferred) (experience)
- 1+ year of experience using Python (preferred) (experience)
- Certified Financial Analyst, Financial Risk Management, or Certified Public Accountant designation (preferred) (experience)
Responsibilities
- Assist in monthly interest rate risk position reporting of metrics including DOE, EVE sensitivity, and 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
- Communicate 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
- Assist in preparation of executive level presentations (ALCO, Board, etc.)
- Create and maintain documentation for procedures and analysis
Benefits
- general: Comprehensive, competitive, and inclusive set of health, financial and other benefits
Answer 10 quick questions to check your fit for Senior Analyst, Capital Markets & Risk @ Capital One.
Related Books and Jobs
Senior Analyst, Capital Markets & Risk
Capital One
Senior Analyst, Capital Markets & Risk
Job Description
Overview
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
Bachelor’s degree or military experience
At least 1 year of experience in finance
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
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.Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.comCapital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).
Locations
- McLean, Virginia McLean, VirginiaRichmond
Salary
50,000 - 85,000 USD / yearly
* This is an estimated range based on market data and may vary based on experience and qualifications.
Skills Required
- Interest Rate Risk Managementintermediate
- SQLintermediate
- Pythonintermediate
- Excelintermediate
- PowerPointintermediate
- Asset Liability Management (ALM)intermediate
- Quantitative Risk Management (QRM)intermediate
Required Qualifications
- Bachelor’s degree or military experience (experience)
- At least 1 year of experience in finance (experience)
- Master's degree (preferred) (experience)
- 1+ year of experience in ALM or fixed income analysis (preferred) (experience)
- 1+ year of experience with QRM or interest rate risk modeling (preferred) (experience)
- 1+ year of experience with database platforms including SQL (preferred) (experience)
- 1+ year of experience using Python (preferred) (experience)
- Certified Financial Analyst, Financial Risk Management, or Certified Public Accountant designation (preferred) (experience)
Responsibilities
- Assist in monthly interest rate risk position reporting of metrics including DOE, EVE sensitivity, and 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
- Communicate 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
- Assist in preparation of executive level presentations (ALCO, Board, etc.)
- Create and maintain documentation for procedures and analysis
Benefits
- general: Comprehensive, competitive, and inclusive set of health, financial and other benefits
Answer 10 quick questions to check your fit for Senior Analyst, Capital Markets & Risk @ Capital One.
Related Books and Jobs