Senior Analyst, Capital Markets & Risk

McLean, MD - USA

Monthly Salary: $ 109000 - 124400

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

Senior Analyst Capital Markets & Risk

Capital Ones 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 banks 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 Ones long-term business strategy by developing analysis and reports to evaluate the companys 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 Ones risk management strategy as well as participate in Capital Ones 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 Risks 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:

Bachelors degree or military experience
At least 1 year of experience in finance

Preferred Qualifications:

Masters 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: $109000 - $124400 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 candidates 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 theCapital 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 including disability/vet) committed to non-discrimination in compliance with applicable federal state and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries including to the extent applicable Article 23-A of the New York Correction Law; San Francisco California Police Code Article 49 Sections 4901-4920; New York Citys Fair Chance Act; Philadelphias Fair Criminal Records Screening Act; and other applicable federal state and local laws and regulations regarding criminal background inquiries.

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- or via email at . 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 Ones recruiting process please send an email to

Capital 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).

Required Experience:

Senior IC

Senior Analyst Capital Markets & RiskCapital Ones 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 banks balance sheet measure and mana...