Senior Analyst, IRR & Capital Markets Risk

ITSMF; McLean (VA); On-site; USD 111,000 - 127,000; Full time

Job summary

Capital One is seeking a Sr. Analyst in Capital Markets & Risk to join the IRR Analytics team. The role focuses on measuring interest rate risk, FX risk, and reporting to senior management, with dashboard development and data pipeline enhancements.

You will automate data workflows in SQL/Python, support model implementation, and contribute to executive-level analyses and presentations. A strong foundation in IRRBB and QRM is preferred.

Qualifications

• Bachelor’s degree or military experience.
• At least 1 year in financial services or quantitative analysis.
• At least 1 year of SQL or Python experience.
• Preferred: Master’s in Finance/Engineering/Economics/Math/CS.
• 1+ year ALM/fixed income/QRM experience or data systems exposure.
• 1+ year building data visualizations (QuickSight/Tableau).

Responsibilities

• Partner with Lines of Business to understand trends and risks.
• Support and enhance model implementation in QRM with data pipelines.
• Design, develop, and maintain interactive BI dashboards.
• Utilize AI tools to streamline analytics workflows and reporting.
• Automate data extraction and validation with SQL/Python.
• Prepare executive-level presentations for ALCO/Board.
• Document modeling framework and QRM implementations.
• Explain portfolio level IRR metrics and drivers to management.
• Support monthly IRR position reporting and DOE/EVE/NII sensitivity.

Skills

SQL

Python

Data visualization

Excel

PowerPoint

Generative AI tools

Education

Bachelor's degree or military experience

Master's degree (Finance/Engineering/Economics/Math/CS)

Tools

Amazon QuickSight

Tableau

Job description

Capital One is seeking a Sr. Analyst in Capital Markets & Risk to join the IRR Analytics team. The role focuses on measuring interest rate risk, FX risk, and reporting to senior management, with dashboard development and data pipeline enhancements.

You will automate data workflows in SQL/Python, support model implementation, and contribute to executive-level analyses and presentations. A strong foundation in IRRBB and QRM is preferred.