Senior Analyst role on Interest Rate Risk Management Analytics team at Capital One. Involves managing interest rate risk and analyzing financial instruments for strategic decision-making.
Responsibilities
Assist in the monthly interest rate risk position reporting of metrics including duration of equity (DOE), economic value of equity (EVE) sensitivity, and earnings at risk (EaR)
Create and analyze interest rate risk reports and communicate month-over-month changes
Assist in measuring the fair value of financial instruments, and communicating analytics to senior management
Assist in various planned and ad hoc corporate projects like stress testing, corporate planning, quarterly earnings preparation, and other analysis as necessary
Communicating portfolio level trends and analytics to internal team members, senior management as well as other stakeholders
Assist in model performance backtesting
Assist in preparation of executive level presentations (ALCO, Board, etc.)
Create and maintain documentation for procedures and analysis
Requirements
Bachelor's Degree or military experience
At least 1 year of experience in finance or capital markets or a combination
Master of Business Administration or Master's in Finance or related area (preferred)
1+ year of experience in asset liability management (ALM), or fixed income analysis, or corporate finance, or other finance-related function (preferred)
1+ year of experience in Quantitative Risk Management (QRM) or other interest rate risk modeling (preferred)
1+ year of experience in data and technology systems, including SQL (preferred)
1 + year of experience using coding languages (Python) to automate workflow (preferred)
Certified Financial Analyst designation or Financial Risk Management designation or Certified Public Accountant designation (preferred)
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