Senior Associate, Capital Markets and Risk
Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Analyst role on the Asset Liability Management (ALM) 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.
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)
- Assist in the monthly reporting of FX metrics
- 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
- 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 model performance backtesting
- Assist in preparation of executive level presentations (ALCO, Board, etc.)
- Create and maintain documentation for procedures and analysis
Basic Qualifications:
- Bachelor’s degree or military experience
- At least 1 year of experience within a financial institution
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 Quantitative Risk Management (QRM) or other interest rate risk modeling experience
- 1+ year of data and technology systems, including SQL
- 1+ year using coding languages (Python) to automate workflow
- Certified Financial Analyst designation or Financial Risk Management designation or Certified Public Accountant designation
- Proficiency with Excel
- Proficiency with PowerPoint
At this time, Capital One will not sponsor a new applicant for employment authorization for this position.
Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.
This role is expected to accept applications for a minimum of 5 business days. No agencies please. Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace.
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