Capital One
Sr. Associate, IRR Portfolio Manager (Hybrid)
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.
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 measuring the fair value of financial instruments, and communicating analytics to senior management
Assist in various planned and ad hoc corporate projects like stress testing, corporate planning, quarterly earnings preparation, and other analysis as necessary
Communicating portfolio‑level trends and analytics to internal team members, senior management as well as other stakeholders
Assist in model performance backtesting
Assist in preparation of executive level presentations (ALCO, Board, etc.)
Create and maintain documentation for procedures and analysis
Location Center 2 (McLean, VA) – this role is Hybrid, where you will be expected to spend 3 days per week working in office and the remainder of the week working virtually.
Basic Qualifications
Bachelor's Degree or military experience
At least 1 year of experience in finance or capital markets or a combination
Preferred Qualifications
Master of Business Administration or Master’s in Finance or related area
1+ year of experience in asset liability management (ALM), or fixed income analysis, or corporate finance, or other finance‑related function
1+ year of experience in Quantitative Risk Management (QRM) or other interest rate risk modeling
1+ year of experience in data and technology systems, including SQL
1+ year of experience using coding languages (Python) to automate workflow
Certified Financial Analyst designation or 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.
Salary & Compensation McLean, VA: $109,000 - $124,400 for Sr. Analyst, Capital Markets & Risk
Equal Opportunity Employer 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.
For accommodation, please contact Capital One Recruiting at RecruitingAccommodation@capitalone.com.
Technical support or questions about Capital One's recruiting process: Careers@capitalone.com
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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.
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 measuring the fair value of financial instruments, and communicating analytics to senior management
Assist in various planned and ad hoc corporate projects like stress testing, corporate planning, quarterly earnings preparation, and other analysis as necessary
Communicating portfolio‑level trends and analytics to internal team members, senior management as well as other stakeholders
Assist in model performance backtesting
Assist in preparation of executive level presentations (ALCO, Board, etc.)
Create and maintain documentation for procedures and analysis
Location Center 2 (McLean, VA) – this role is Hybrid, where you will be expected to spend 3 days per week working in office and the remainder of the week working virtually.
Basic Qualifications
Bachelor's Degree or military experience
At least 1 year of experience in finance or capital markets or a combination
Preferred Qualifications
Master of Business Administration or Master’s in Finance or related area
1+ year of experience in asset liability management (ALM), or fixed income analysis, or corporate finance, or other finance‑related function
1+ year of experience in Quantitative Risk Management (QRM) or other interest rate risk modeling
1+ year of experience in data and technology systems, including SQL
1+ year of experience using coding languages (Python) to automate workflow
Certified Financial Analyst designation or 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.
Salary & Compensation McLean, VA: $109,000 - $124,400 for Sr. Analyst, Capital Markets & Risk
Equal Opportunity Employer 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.
For accommodation, please contact Capital One Recruiting at RecruitingAccommodation@capitalone.com.
Technical support or questions about Capital One's recruiting process: Careers@capitalone.com
#J-18808-Ljbffr