Capital One National Association
Senior Analyst, Capital Markets & Risk
Capital One National Association, Mc Lean, Virginia, us, 22107
Overview
Senior Analyst, Capital Markets & Risk – Capital One's Balance Sheet Management group. The Balance Sheet Management team focuses on measuring and managing interest rate risk, projecting net interest income in different macro-economic scenarios, and valuing financial instruments. The Senior Analyst will help shape Capital One’s long-term business strategy by developing analyses and reports to evaluate interest rate risk (IRR) and foreign exchange risk (FX) positions. The role supports critical analyses that drive balance sheet and risk management decisions and offers exposure to emerging trends in the capital markets to inform Capital One’s risk management strategy and digital initiatives. 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 such as stress testing, corporate planning, quarterly earnings preparation, and other analyses as necessary. 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, assumptions, and overall impact. Assist in preparation of executive-level presentations (ALCO, Board, etc.). Create and maintain documentation for procedures and analyses. Basic Qualifications
Bachelor’s degree or military experience. At least 1 year of experience in finance. Preferred Qualifications
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. 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. Salaries for part-time roles will be prorated based upon the agreed-upon hours. 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 at hire will be reflected in the offer letter. This role is also eligible to earn performance-based incentive compensation, which may include cash bonuses 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 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 laws. Capital One promotes a drug-free workplace. Capital One will consider qualified applicants with criminal histories in a manner consistent with applicable laws and regulations. If you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information provided will be kept confidential and used only to the extent required to provide accommodations. For technical support or questions about Capital One's recruiting process, please email Care ers@capitalone.com. Capital One does not provide, endorse, nor guarantee third-party products or services advertised on this site. Capital One Financial is composed of multiple entities; positions posted in Canada, the United Kingdom, or the Philippines correspond to Capital One Canada, Capital One Europe, and Capital One Philippines Service Corp. (COPSSC), respectively.
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Senior Analyst, Capital Markets & Risk – Capital One's Balance Sheet Management group. The Balance Sheet Management team focuses on measuring and managing interest rate risk, projecting net interest income in different macro-economic scenarios, and valuing financial instruments. The Senior Analyst will help shape Capital One’s long-term business strategy by developing analyses and reports to evaluate interest rate risk (IRR) and foreign exchange risk (FX) positions. The role supports critical analyses that drive balance sheet and risk management decisions and offers exposure to emerging trends in the capital markets to inform Capital One’s risk management strategy and digital initiatives. 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 such as stress testing, corporate planning, quarterly earnings preparation, and other analyses as necessary. 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, assumptions, and overall impact. Assist in preparation of executive-level presentations (ALCO, Board, etc.). Create and maintain documentation for procedures and analyses. Basic Qualifications
Bachelor’s degree or military experience. At least 1 year of experience in finance. Preferred Qualifications
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. 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. Salaries for part-time roles will be prorated based upon the agreed-upon hours. 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 at hire will be reflected in the offer letter. This role is also eligible to earn performance-based incentive compensation, which may include cash bonuses 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 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 laws. Capital One promotes a drug-free workplace. Capital One will consider qualified applicants with criminal histories in a manner consistent with applicable laws and regulations. If you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information provided will be kept confidential and used only to the extent required to provide accommodations. For technical support or questions about Capital One's recruiting process, please email Care ers@capitalone.com. Capital One does not provide, endorse, nor guarantee third-party products or services advertised on this site. Capital One Financial is composed of multiple entities; positions posted in Canada, the United Kingdom, or the Philippines correspond to Capital One Canada, Capital One Europe, and Capital One Philippines Service Corp. (COPSSC), respectively.
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