Principal Associate, Treasury Investment Portfolio Management

Capital One
McLean, Virginia
Oct 26, 2021
Nov 24, 2021
Full Time
Center 2 (19050), United States of America, McLean, Virginia

Principal Associate, Treasury Investment Portfolio Management

Principal Associate, Treasury Investment Portfolio Management

This position in Capital One's Treasury Investment Portfolio Management team offers the candidate a unique opportunity to be part of a capital markets facing team in a dual trade execution and portfolio management role. The role requires exceptional decision-making, analytical, problem solving, leadership, and communication skills and the candidate must be able to operate in a collaborative and dynamic environment that requires strong partnership and teamwork.

An ideal candidate will be experienced in executing fixed-income transactions in the capital markets and understand the role of a fixed-income portfolio for a top 10 U.S. bank. You will leverage analytics and gather market information through multiple mediums to inform trade execution decisions. This position will be in a fast-paced and analytical environment where you will be handling concurrent projects in addition to the primary responsibility of managing the securities portfolio. A passion for introducing new technologies and process innovation into current workflows will also be a strong consideration for this role.

Responsibilities :
- Directly assist the senior portfolio managers responsible for managing the Agency MBS, Agency CMO, and ABS portfolios

-Support the broader portfolio management team with other managed products, including other Agency mortgage products, as well as credit sensitive instruments such as CMBS, private label RMBS, and US Treasuries

-Partner with cross-functional teams and drive data, process and analytics automation initiatives for the Investment securities portfolio

-Partner with the Asset & Liability Management team to achieve desired interest rate risk objectives

-Demonstrate ability to explore and quickly grasp new technologies to progress varied initiatives and help drive automation and advanced analytics for the portfolio, including new fixed-income products and process improvements

Basic Qualifications:

- Bachelor's degree or military experience
-At least 1 year of experience in a fixed-income capital markets execution role

Preferred Qualifications:
-At least 2 years experience managing a fixed income portfolio of Agency mortgage products

-At least 2 years experience with bank securities regulation and GAAP securities accounting treatment

-At least 1 years experience with interest rate derivatives

- CFA charterholder

-Experience working with Bloomberg, PolyPaths, or other fixed income analytics tools

-Experience working with mortgage prepayment models and cashflow valuation tools

-Experience working with data analysis and visualization tools such as SQL, Python, Amazon Quicksights, Tableau

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.

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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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