Senior Associate - Trade Analytics & Valuation

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

Job summary

Capital One is seeking a Senior Associate in Trade Analytics and Valuation within Capital Markets Analytics to build analytics and modeling capabilities for fixed income valuation, risk analytics, and process automation. You will work with cross-functional Finance and Tech teams to deliver scalable solutions and insights.

You will collaborate with partners to optimize valuation processes, learn new tools, and contribute to reporting and oversight.

Qualifications

• Bachelor's degree or military experience.
• At least 2 years of experience in the financial industry.
• Experience with Python, R, or SQL.
• CFA or FRM charter holder or candidate.
• Experience with Google Suite, Quicksuite, Snowflake, PolyPaths, Murex, or QRM.
• Business process improvement experience along with the ability to work effectively in a team and meet deadlines.

Responsibilities

• Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes.
• Produce risk analytics and reporting on the investment portfolio, including interest rate risk measurement, performance attribution, AOCI sensitivity and CCAR stress testing support.
• Work closely with business partners, IT and third-party pricing vendors to resolve valuation and reporting issues.
• Leverage new technologies to re-engineer and streamline business processes.
• Establish and maintain well-managed processes; document processes and controls for reviews/exams.
• Develop knowledge of portfolios and communicate results to senior management and committees.

Skills

Python

R

SQL

Education

Bachelor's degree

Master’s degree

Tools

Google Suite

Quicksuite

Snowflake

PolyPaths

Murex

QRM

Job description

Senior Associate - Trade Analytics & Valuation

This position in Capital One’s Capital Markets Analytics - Trade Analytics and Valuation team offers the candidate a unique opportunity to be part of a dynamic analytics and modeling team and work with various cross-functional Finance and Tech teams, with a focus on fixed income valuation, analytics and process automation. The role requires exceptional problem solving, innovation, analytical, and communication skills. We expect our analysts to build up product knowledge and expertise on a wide range of capital markets instruments, as well as to learn and utilize new tools and technologies to improve efficiency and controls on our business processes.

An ideal candidate will be on the leading edge of analytical technology with a passion for the newest and most innovative tools. Possessing strong problem solving and conceptual thinking abilities in addition to communication, interpersonal and leadership skills are also important. This position will be in a fast-paced and analytical environment where you will be handling multiple concurrent projects while working independently and in teams. You will build, and maintain well-managed process and data solutions and capabilities to tackle challenging business problems.

Main Responsibilities

• Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes
• Produce risk analytics and reporting on the investment portfolio, including interest rate risk measurement, performance attribution, AOCI sensitivity and Perform analysis to support Comprehensive Capital Analysis and Review (CCAR) stress testing for the investment portfolio
• Work closely with business partners, IT and third-party pricing vendors to resolve any issues in the valuation and reporting process
• Leverage new technologies to re-engineer and streamline business processes
• Establish and maintain well-managed processes; document processes and controls to support internal and external reviews / exams
• Develop knowledge of our portfolios and underlying risk drivers and communicate effectively to the management and downstream users. Prepare and communicate results to the senior management and related committees

Basic Qualifications

• Bachelor's Degree or military experience
• At least 2 years of experience working in the financial industry

Preferred Qualifications

• Master’s degree in finance, financial engineering, economics, engineering, math, or information systems
• 1+ years of experience with capital markets, structured finance, fixed income, derivatives, or valuation
• 1+ years of experience working with Python, R, or SQL
• CFA or FRM charter holder or candidate
• Experience with Google Suite, Quicksuite, Snowflake, PolyPaths, Murex, or QRM
• Business process improvement experience along with the ability to work effectively in a team environment, deliver accurate results, and adhere to tight deadlines

At this time, Capital One will not sponsor a new applicant for employment authorization for this position.

The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

McLean, VA: $111,200 - $126,900 for Sr. Analyst, Capital Markets & Risk

Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.

This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

This role is expected to accept applications for a minimum of 5 business days. No agencies please.

Capital One is an equal opportunity employer (EOE, including disability/vet) committed to non-discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

For technical support or questions about Capital One's recruiting process, please send an email to [e-mail].

Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).