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Capital One Senior Associate Capital Markets Risk 
United States, Virginia, Arlington 
899524500

26.06.2024
Center 1 (19052), United States of America, McLean, Virginia Senior Associate, Capital Markets and Risk


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

  • 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 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 1+ year of experience in fixed income analysis, or 1+ year of experience in corporate finance, or 1+ year of experience in 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

. 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.