Senior Analyst, Capital Markets and Risk

Capital One
McLean, Virginia, United States
Jan 31, 2023
Mar 01, 2023
Full Time
Center 2 (19050), United States of America, McLean, Virginia

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 be on the leading edge of analytical technology with a passion for the newest and most innovative 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 leverage analytic and technical skills to innovate, build, and maintain well-managed process and data solutions and capabilities to tackle challenging business problems.

Main Responsibilities:
  • Perform periodic valuation of Capital One's investment portfolio, derivatives portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes
  • Produce risk analytics and reporting on the investment and derivative portfolios, including interest rate risk measurement, performance attribution, Accumulated Other Comprehensive Income (AOCI) sensitivity and derivatives hedging effectiveness to support the company's risk management framework
  • Work closely with business partners, Information Technology and third-party pricing vendors to resolve any issues in the valuation and reporting process
  • Perform Comprehensive Capital Analysis and Review (CCAR) stress testing for the investment portfolio and derivative portfolios
  • 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 or exams
  • Develop 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 committees

Basic Qualifications
  • Bachelor's Degree or military experience
  • At least 2 year of experience working in the financial industry

Preferred Qualifications
  • Master's degree in finance, financial engineering, economics, engineering, math, or information systems
  • At least 1 year of experience with capital markets, structured finance, fixed income, derivatives, or valuation
  • At least 1 year of experience working with Python, R, or SQL
  • Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) or candidate
  • Experience with Tableau, 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

At this time, Capital One will not sponsor a new applicant for employment authorization for this position.

No agencies please. Capital One is an Equal Opportunity Employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status prohibited by applicable national, federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

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.

For technical support or questions about Capital One's recruiting process, please send an email to

Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).

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