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Capital One National Association

Senior Associate- Corporate Valuations Group (Hybrid)

Capital One National Association, Mc Lean, Virginia, us, 22107


Center 1 (19052), United States of America, McLean, Virginia Senior Associate- Corporate Valuations Group (Hybrid)

The Corporate Valuations Group (CVG) is seeking a candidate to work on valuations of financial instruments, using valuation tools such as PolyPaths, Bloomberg, QRM, etc. The candidate will be a member of a team that provides an independent price verification for the Company’s financial assets and liabilities, as well as provide valuations of other assets and liabilities on an ad-hoc basis. The candidate will join the group as a Senior Associate and will report to the Senior Director of CVG, stationed at the Capital One, McLean, VA office. CVG is charged with the responsibility of establishing and maintaining a strong governance around the Company’s fair valuations and processes. Clients of the group include senior management, business heads, regulators, and both internal and external audit. The group works closely with primary valuations providers, traders, 3rd party valuation vendors, market risk team, middle office, portfolio managers (treasury), and accounting to ensure the accurate execution of valuation policy. Key responsibilities for the position are: Assist the team in maintaining enterprise governance structure for valuations including Policies, Committees, and strong control framework around Capital One’s valuation practices. Analyze data to generate valuations assumptions. Create, run and maintain valuation models as necessary. Review valuation procedures, methodologies and assumptions. Verify and validate relevant valuation models. Perform extensive data integrity analysis for data that feeds into various valuation reports. Escalate valuations dispute to senior management, as and when necessary. Provide support for the review and audit of valuations by regulators and auditors. Classify valuation levels based on ASC 820 (formerly FASB 157) guidelines. Play a lead role in other ad-hoc projects and/or tasks. Primarily perform and manage valuations for assigned portfolios (such as Interest Only bonds, Negative Amortization Bonds, Manufactured Housing Line of Credit, derivatives, etc.). Basic Qualifications: Bachelor’s Degree in economics, engineering, finance, mathematics, statistics, information technology or any of the physical or life sciences. At least 2 years of capital markets or data analysis experience. Preferred Qualifications: Background in quantitative finance or financial engineering. Ability to program/code/automate processes (preferably using Python). Experience using PolyPaths, Bloomberg. Ability to understand capital markets products, and analyze transactions and process flows. Ability to create valuation models. Prior valuation experience on financial instruments using discounted cash flow models. Experience with data analysis. Excellent written and spoken communication, and leadership skills. Enthusiasm and energy to work on tight deadlines. Strong commitment to learn and operate outside of comfort zone. At this time, Capital One will not sponsor a new applicant for employment authorization for this position. This role is hybrid

meaning associates typically spend about half their time (2-3 days per week) in-person at one of our offices listed on this job posting. Monday and Fridays are enterprise-wide virtual work days. Tuesday, Wednesday and Thursday are in-person days for associates to spend time together working in our beautifully-designed team areas. Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the

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

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