Capital One
Overview
Senior Analyst - Capital Markets and Analytics at Capital One. 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, benefiting 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
Bachelors 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.
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.
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Senior Analyst - Capital Markets and Analytics at Capital One. 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, benefiting 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
Bachelors 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.
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.
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