Capital One National Association
Senior Analyst, Capital Markets and Risk
Capital One National Association, Mc Lean, Virginia, us, 22107
Senior Analyst, Capital Markets and Risk
This position in Capital One’s Capital Markets Analytics - Trade Analytics and Valuation team offers the candidate a unique opportunity to be part of a dynamic analytics and modeling team and work with various cross-functional Finance and Tech teams, with a focus on fixed income and derivatives valuation, analytics, and process automation. The role requires exceptional problem-solving, innovation, analytical, and communication skills. We expect our analysts to build up product knowledge and expertise on a wide range of capital market instruments, as well as to learn and utilize new tools and technologies to improve efficiency and controls on our business processes.An ideal candidate will have a passion for both Capital Markets and leveraging the latest analytical and technological tools. Possessing strong problem-solving and conceptual thinking abilities in addition to communication, interpersonal, and leadership skills are also important. This position will be in a fast-paced and analytical environment where you will be handling multiple concurrent projects while working independently and in teams. You will build and maintain well-managed processes, data solutions, and capabilities to tackle challenging business problems.Main Responsibilities:
Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposesProduce risk analytics and reporting on the investment portfolio, including interest rate risk measurement, performance attribution, and Comprehensive Capital Analysis and Review (CCAR) stress testingWork closely with business partners, Information Technology, and third-party pricing vendors to resolve any issues in the valuation and reporting processLeverage new technologies to re-engineer and streamline business processesEstablish and maintain well-managed processes; document processes and controls to support internal and external reviews or examsDevelop solid knowledge of our portfolios and underlying risk drivers and communicate effectively to the management and downstream users. Prepare and communicate results to the senior management and related committeesBasic Qualifications
Bachelor's Degree or military experienceAt least 2 years of experience working in the financial industryPreferred Qualifications
Master’s degree in finance, financial engineering, economics, engineering, math, or information systemsAt least 1 year of experience with capital markets, structured finance, fixed income, derivatives, or valuationAt least 1 year of experience working with Python, R, or SQLChartered Financial Analyst (CFA) or Financial Risk Manager (FRM)Experience with Tableau, Snowflake, PolyPaths, Murex, or Quantitative Risk Management (QRM)Business process improvement experience along with the ability to work effectively in a team environment, deliver accurate results, and adhere to tight deadlines
#J-18808-Ljbffr
This position in Capital One’s Capital Markets Analytics - Trade Analytics and Valuation team offers the candidate a unique opportunity to be part of a dynamic analytics and modeling team and work with various cross-functional Finance and Tech teams, with a focus on fixed income and derivatives valuation, analytics, and process automation. The role requires exceptional problem-solving, innovation, analytical, and communication skills. We expect our analysts to build up product knowledge and expertise on a wide range of capital market instruments, as well as to learn and utilize new tools and technologies to improve efficiency and controls on our business processes.An ideal candidate will have a passion for both Capital Markets and leveraging the latest analytical and technological tools. Possessing strong problem-solving and conceptual thinking abilities in addition to communication, interpersonal, and leadership skills are also important. This position will be in a fast-paced and analytical environment where you will be handling multiple concurrent projects while working independently and in teams. You will build and maintain well-managed processes, data solutions, and capabilities to tackle challenging business problems.Main Responsibilities:
Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposesProduce risk analytics and reporting on the investment portfolio, including interest rate risk measurement, performance attribution, and Comprehensive Capital Analysis and Review (CCAR) stress testingWork closely with business partners, Information Technology, and third-party pricing vendors to resolve any issues in the valuation and reporting processLeverage new technologies to re-engineer and streamline business processesEstablish and maintain well-managed processes; document processes and controls to support internal and external reviews or examsDevelop solid knowledge of our portfolios and underlying risk drivers and communicate effectively to the management and downstream users. Prepare and communicate results to the senior management and related committeesBasic Qualifications
Bachelor's Degree or military experienceAt least 2 years of experience working in the financial industryPreferred Qualifications
Master’s degree in finance, financial engineering, economics, engineering, math, or information systemsAt least 1 year of experience with capital markets, structured finance, fixed income, derivatives, or valuationAt least 1 year of experience working with Python, R, or SQLChartered Financial Analyst (CFA) or Financial Risk Manager (FRM)Experience with Tableau, Snowflake, PolyPaths, Murex, or Quantitative Risk Management (QRM)Business process improvement experience along with the ability to work effectively in a team environment, deliver accurate results, and adhere to tight deadlines
#J-18808-Ljbffr