Capital One Senior Analyst - Capital Markets Analytics 

United States, Virginia, Arlington 

586047753

Senior Analyst - Capital Markets and Analytics

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:

• Bachelor's 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

McLean, VA: $109,000 - $124,400 for Sr. Analyst, Capital Markets & RiskThis role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at . All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.