Sr. Analyst, Capital Markets & Analytics
About the role
The Derivatives Middle Office team, under Capital Markets and Analytics, services the Corporate Treasury and Commercial Banking line of business through derivative trade support for products intended to provide protection against interest rate and FX exposures. The team is responsible for trade maintenance, monitoring of life cycle events and reporting in compliance with Swap Dealer regulations.
Responsibilities
- Trade affirmation of Corporate and Commercial OTC derivative activity, including validating commercial profit & loss
- Perform hedging activities checks and reconciliations to ensure hedge effectiveness of ALM strategy programs
- Execute daily reporting and record retention controls to ensure team adheres to Swap Dealer regulations
- Liaison with counterparties to perform portfolio reconciliation and remediate trade and valuation discrepancies
- Perform and monitor derivative clearing and settlement
- Identify opportunities for process and financial modeling efficiencies, cost reduction, and enhanced controls
- Maintain and enhance daily automation controls coded using SQL and python
- Utilize Business Intelligence tools to create and enhance dashboards showcasing relevant trade metrics
Qualifications
- Bachelor's degree or Military experience
- At least 2 years of experience in Financial Services
Preferred Qualifications
- Bachelor’s degree in Business, Finance, or Economics
- 2+ years of banking experience within a treasury function, middle office, back office, or a combination
- 2+ years of experience in the use of Bloomberg, Excel, SQL, Python or a combination
- 1+ year of experience in Capital Markets Operations
- Strong problem-solving skills
Pay
Salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting.
Schedule
This role is expected to accept applications for a minimum of 5 business days. No agencies please.