Senior Associate - Trade Analytics & Valuation

About the role

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 valuation, analytics, and process automation. The role requires exceptional problem-solving, innovation, analytical, and communication skills. We expect our analysts to build product knowledge and expertise on a wide range of capital markets instruments, as well as learn and utilize new tools and technologies to improve efficiency and controls on our business processes. An ideal candidate will be on the leading edge of analytical technology with a passion for the newest and most innovative tools. Strong problem-solving, conceptual thinking, communication, interpersonal, and leadership skills are also important.

This position will be in a fast-paced and analytical environment where you will handle multiple concurrent projects while working independently and in teams. You will build and maintain well-managed process and data solutions to tackle challenging business problems.

Responsibilities

• Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes.
• Produce risk analytics and reporting on the investment portfolio, including interest rate risk measurement, performance attribution, AOCI sensitivity, and analysis to support Comprehensive Capital Analysis and Review (CCAR) stress testing for the investment portfolio.
• Work closely with business partners, IT, and third-party pricing vendors to resolve any issues in the valuation and reporting process.
• Leverage new technologies to re-engineer and streamline business processes.
• Establish and maintain well-managed processes; document processes and controls to support internal and external reviews/exams.
• Develop knowledge of our portfolios and underlying risk drivers and communicate effectively to management and downstream users. Prepare and communicate results to senior management and related committees.

Requirements

• Bachelor's Degree or military experience.
• At least 2 years of experience working in the financial industry.

Qualifications

• Master’s degree in finance, financial engineering, economics, engineering, math, or information systems.
• 1+ years of experience with capital markets, structured finance, fixed income, derivatives, or valuation.
• 1+ years of experience working with Python, R, or SQL.
• CFA or FRM charter holder or candidate.
• Experience with Google Suite, Quicksuite, Snowflake, PolyPaths, Murex, or QRM.
• Business process improvement experience along with the ability to work effectively in a team environment, deliver accurate results, and adhere to tight deadlines.

Pay

The minimum and maximum full-time annual salaries for this role are listed below, by location. Salaries for part-time roles will be prorated based on the agreed-upon number of hours to be regularly worked.

• McLean, VA: $111,200 - $126,900 for Sr. Analyst, Capital Markets & Risk.

Candidates hired to work in other locations will be subject to the pay range associated with that location. This role is also eligible to earn performance-based incentive compensation, which may include cash bonus(es) and/or long-term incentives (LTI). Incentives could be discretionary or non-discretionary depending on the plan.

Benefits

Capital One offers a comprehensive, competitive, and inclusive set of health, financial, and other benefits that support your total well-being. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.