IRR & Market Risk Analytics Specialist

Information Technology Senior Management Forum; McLean (VA); On-site; USD 111,000 - 127,000; Full time

Job summary

Capital One's Balance Sheet Management group is seeking a Senior Analyst on the Interest Rate Risk Management Analytics team to learn about the bank's balance sheet, measure interest rate risk, project net interest income in different macro-economic scenarios, and assess the fair value of financial instruments.

The role will partner with Lines of Business, enhance QRM data pipelines, and create dashboards using Amazon QuickSight while leveraging SQL and Python to automate data workflows and

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 closely with Lines of Business to understand trends and modeling assumptions affecting IRR.
• Support and enhance QRM data pipelines and model implementations.
• Design, develop, and maintain interactive dashboards to communicate portfolio metrics to non-technical stakeholders.

Skills

SQL

Python

QRM

IRRBB

Excel

PowerPoint

Education

Bachelor's degree

Master's degree in Finance/Engineering/Economics/Math/CS

CFA or FRM designation

Tools

Amazon QuickSight

Job description

Capital One's Balance Sheet Management group is seeking a Senior Analyst on the Interest Rate Risk Management Analytics team to learn about the bank's balance sheet, measure interest rate risk, project net interest income in different macro-economic scenarios, and assess the fair value of financial instruments.

The role will partner with Lines of Business, enhance QRM data pipelines, and create dashboards using Amazon QuickSight while leveraging SQL and Python to automate data workflows and