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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.
Job Responsibility:
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
Requirements:
Bachelor’s degree or military experience
At least 1 year of experience in finance
Nice to have:
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
What we offer:
performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI)
comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being