Capital One Senior Associate Capital Markets Risk 

United States, Virginia, Arlington 

899524500

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.