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Capital One · 23 hours ago

Senior Analyst, Capital Markets & Risk

McLean, VA

Full-time

Onsite

Mid, Senior Level

$111K/yr - $127K/yr

1+ years exp

Capital One is seeking a motivated professional for a Senior Analyst role on the Interest Rate Risk Management Analytics team. The role involves measuring and managing interest rate risk, projecting net interest income, and developing analyses to shape the company’s risk management strategy.

BankingCredit CardsFinanceFinancial Services

Comp. & Benefits

No H1B

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 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

Qualification

Asset Liability ManagementQuantitative Risk ManagementInterest Rate Risk ModelingSQLPythonFinancial Risk ManagementExcelPowerPointAnalytical SkillsCommunication Skills