Senior Associate - Trade Analytics & Valuation

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

Job summary

Capital One—the Capital Markets Analytics team—seeks a Senior Associate to join Trade Analytics and Valuation in McLean, VA. You will tackle valuation, analytics, and automation across fixed income assets, reporting to management and committees.

The role emphasizes problem solving, cross‑functional collaboration, and learning new tools to improve processes and controls in a fast-paced environment.

Qualifications

• Bachelor's degree or military experience is required.
• Master’s degree in finance/engineering/economics/math/info systems is preferred.
• 1+ year in capital markets, structured finance, fixed income, derivatives, or valuation is preferred.
• CFA/FRM charter holder or candidate is advantageous.
• Experience with Python, R or SQL is desired; familiarity with Google Suite and pricing tools is helpful.

Responsibilities

• Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for internal and external reporting.
• Produce risk analytics and reporting on the portfolio, including interest rate risk measurement and performance attribution.
• Support CCAR stress testing analyses for the investment portfolio.
• Collaborate with business partners, IT, and third-party pricing vendors to resolve valuation and reporting issues.
• Establish and maintain well-managed processes; document controls to support audits and exams.

Skills

Capital markets knowledge

Problem solving

Communication

Education

Bachelor's degree or military experience

Master’s degree in finance, financial engineering, economics, engineering, math, or information systems

CFA or FRM charter holder or candidate

Tools

Python

R

SQL

Google Suite

Quicksuite

Snowflake

PolyPaths

Murex

QRM

Job description

## Senior Associate - Trade Analytics & ValuationApplylocations: McLean, VAtime type: Full timeposted on: Posted Yesterdayjob requisition id: R248635Senior Associate - Trade Analytics & ValuationThis 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 deadlinesAt 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 & RiskCandidates 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.If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at [e-mail]. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.For technical support or questions about Capital One's recruiting process, please send an email to [e-mail]