Hybrid Senior Associate, IRR Portfolio Manager

Posted 2 months ago

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About the role

  • Senior Analyst role on Capital One’s Interest Rate Risk Management (IRR) Analytics team. Working on interest rate risk metrics, reporting, and analytics for 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
  • Proficiency with Excel and Powerpoint preferred.

Benefits

  • Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.

Job title

Senior Associate, IRR Portfolio Manager

Job type

Experience level

Senior

Salary

$109,000 - $124,400 per year

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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