Capital One
Senior Analyst - Capital Markets and Analytics
Capital One, Falls Church, Virginia, United States, 22043
Senior Analyst - Capital Markets and Analytics
The Treasury Asset and Liability Management Strategy (ALMS) team is hiring a senior associate to execute and research derivative hedging strategies, help manage Foreign Exchange and Interest Rate risk, and develop code and digital tools to help integrate our data and reporting. This is a high impact, high visibility position on ALMS; the analyst will develop market risk management strategies and support all forms of corporate derivative trade recommendations, with a focus on FX execution and research. This position is analytical, benefitting from capital markets and interest rate risk management background in addition to exposure to financial derivatives and banking products. The associate will also work with digital tools and write code to help automate and improve existing processes as well as integrate upcoming international business data. Responsibilities: Perform research and analysis into issues involving foreign exchange risk, market risk, and basis risk Explore new digital tools to streamline and automate existing processes, build data visualizations, and create ad hoc data analysis to provide analytical insights and improve operational efficiency, using Python, SQL, Quicksight, and more Recommend and enhance existing risk measurement methodologies to provide greater line of sight to market risk drivers Assist in the development of quantitative and empirically supported "through the cycle" risk targets for interest rate risk to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits Drive the cross-functional development of sophisticated balance sheet optimization models, taking into consideration multiple factors including earnings, rate risk profile, funding, capital, hedge accounting, and other factors Collaborate on cross-functional Capital Markets and Analytics (CMA) imperatives including CCAR, corporate strategy initiatives, the integration and risk mitigation of bank acquisitions Collaborate on ASC 815 compliant hedging strategy development including researching FAS 133 accounting implications Manage existing ASC 815 derivatives hedging programs to ensure that we optimally leverage our hedge capacity and remain within management limits Structure derivative executions to ensure hedge ineffectiveness is minimized and all hedge accounting requirements are met Basic Qualifications: Bachelor's degree or military experience At least 2 years of experience in Capital Markets or Asset and Liability Management (ALM) Preferred Qualifications: At least 3 years of experience in Financial Services Chartered Financial Analyst (CFA) Charterholder or Financial Risk Manager (FRM) Certified or Certified Public Accountant (CPA) At least 2 years of experience with Murex or Bloomberg At least 2 years of experience with SQL or Python At least 2 years of experience with ASC 815 Hedge Accounting At least 2 years of experience with bank products including credit cards or mortgage securities or loans or deposits or commercial lending or securitizations 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, 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 City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.
The Treasury Asset and Liability Management Strategy (ALMS) team is hiring a senior associate to execute and research derivative hedging strategies, help manage Foreign Exchange and Interest Rate risk, and develop code and digital tools to help integrate our data and reporting. This is a high impact, high visibility position on ALMS; the analyst will develop market risk management strategies and support all forms of corporate derivative trade recommendations, with a focus on FX execution and research. This position is analytical, benefitting from capital markets and interest rate risk management background in addition to exposure to financial derivatives and banking products. The associate will also work with digital tools and write code to help automate and improve existing processes as well as integrate upcoming international business data. Responsibilities: Perform research and analysis into issues involving foreign exchange risk, market risk, and basis risk Explore new digital tools to streamline and automate existing processes, build data visualizations, and create ad hoc data analysis to provide analytical insights and improve operational efficiency, using Python, SQL, Quicksight, and more Recommend and enhance existing risk measurement methodologies to provide greater line of sight to market risk drivers Assist in the development of quantitative and empirically supported "through the cycle" risk targets for interest rate risk to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits Drive the cross-functional development of sophisticated balance sheet optimization models, taking into consideration multiple factors including earnings, rate risk profile, funding, capital, hedge accounting, and other factors Collaborate on cross-functional Capital Markets and Analytics (CMA) imperatives including CCAR, corporate strategy initiatives, the integration and risk mitigation of bank acquisitions Collaborate on ASC 815 compliant hedging strategy development including researching FAS 133 accounting implications Manage existing ASC 815 derivatives hedging programs to ensure that we optimally leverage our hedge capacity and remain within management limits Structure derivative executions to ensure hedge ineffectiveness is minimized and all hedge accounting requirements are met Basic Qualifications: Bachelor's degree or military experience At least 2 years of experience in Capital Markets or Asset and Liability Management (ALM) Preferred Qualifications: At least 3 years of experience in Financial Services Chartered Financial Analyst (CFA) Charterholder or Financial Risk Manager (FRM) Certified or Certified Public Accountant (CPA) At least 2 years of experience with Murex or Bloomberg At least 2 years of experience with SQL or Python At least 2 years of experience with ASC 815 Hedge Accounting At least 2 years of experience with bank products including credit cards or mortgage securities or loans or deposits or commercial lending or securitizations 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, 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 City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.