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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.
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