Senior Analyst, IRR & Capital Markets Analytics

Capital One Group

McLean (VA)

Hybrid

USD 111,000 - 127,000

Full time

14 days+

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Job summary

Capital One's Balance Sheet Management group seeks a Senior Analyst to advance the Interest Rate Risk Management analytics, build dashboards, and support risk models. You will collaborate with lines of business, enhance QRM pipelines, and present insights to ALCO and leadership.

The role emphasizes data-driven decision making and emerging AI-enabled analytics. Qualifications include a finance/engineering/economics/ math background with 1+ year in quantitative analysis, SQL/Python, and data

Qualifications

  • Bachelor’s degree or military experience.
  • At least 1 year of experience in financial services or quantitative analysis.
  • 1+ year using SQL or Python to automate workflows.
  • 1+ year of experience building data visualizations and dashboards.

Responsibilities

  • Partner with Lines of Business to understand trends and modeling implications for interest rate risk.
  • Support and enhance model implementation in QRM, including data pipelines feeding risk models.
  • Design, develop, and maintain dashboards to communicate portfolio metrics to stakeholders.
  • Use SQL and Python to automate data extraction and validation workflows.
  • Assist in monthly interest rate risk position reporting (DOE, EVE, NII).

Skills

SQL
Python
Financial analysis
ALM
QRM
Data visualization
Excel
PowerPoint
CFA/FRM
IRR/IRRBB knowledge

Education

Master's degree in Finance/Engineering/Economics/Math/CS
Bachelor’s degree or military experience

Tools

Amazon QuickSight
Tableau

Job description

Capital One's Balance Sheet Management group seeks a Senior Analyst to advance the Interest Rate Risk Management analytics, build dashboards, and support risk models. You will collaborate with lines of business, enhance QRM pipelines, and present insights to ALCO and leadership.

The role emphasizes data-driven decision making and emerging AI-enabled analytics. Qualifications include a finance/engineering/economics/ math background with 1+ year in quantitative analysis, SQL/Python, and data

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