IRR & Market Risk Analytics: Senior Analyst

Capital One National Association; McLean (VA); On-site; USD 111,000 - 127,000; Full time

Job summary

Capital One is seeking a Senior Analyst in the Balance Sheet Management group to support Interest Rate Risk Management (IRR) analytics. You will develop analyses, build dashboards, and automate data workflows to evaluate IRR and FX positions, guiding strategic risk decisions.

You will collaborate with LOBs, enhance QRM models, and prepare executive presentations. A strong quantitative background and experience with SQL/Python are required for this role.

Qualifications

• Bachelor’s degree or military experience.
• At least 1 year of experience in financial services or quantitative analysis.
• At least 1 year of experience using SQL or Python.

Responsibilities

• Partner with Lines of Business to understand trends and implications for interest rate risk.
• Support and enhance model implementation in Quantitative Risk Management, including data pipelines.
• Design, develop, and maintain dashboards using QuickSight or Tableau for non-technical stakeholders.
• Leverage generative AI tools to streamline analytics workflows and reporting.
• Use SQL and Python to automate data extraction and validation workflows.
• Assist in preparing executive-level presentations for senior management (ALCO, Board).
• Create and maintain documentation for the modeling framework and QRM implementations.
• Ensure accuracy of portfolio-level IRR metrics and explain drivers to senior management.

Skills

SQL

Python

Data visualization

Excel

PowerPoint

QRM/IRR

ALM knowledge

Education

Bachelor’s degree or military experience

Master's degree in Finance/Math/CS

CFA/FRM designation

Tools

Amazon QuickSight

Tableau

Job description

Capital One is seeking a Senior Analyst in the Balance Sheet Management group to support Interest Rate Risk Management (IRR) analytics. You will develop analyses, build dashboards, and automate data workflows to evaluate IRR and FX positions, guiding strategic risk decisions.

You will collaborate with LOBs, enhance QRM models, and prepare executive presentations. A strong quantitative background and experience with SQL/Python are required for this role.