Senior Fixed Income Valuation & Analytics Associate

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

Job summary

Capital One National Association in McLean, VA is seeking a Senior Associate in Trade Analytics & Valuation to join the Capital Markets Analytics team. You will evaluate fixed income assets, develop analytics, and automate valuation processes with cross-functional Finance and Tech partners.

The role emphasizes problem solving, clear communication, and teamwork. You will build knowledge of portfolios and risk drivers, and present insights to senior management and committees.

Qualifications

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

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 CCAR stress testing for the investment portfolio.
• Work closely with business partners, IT and third-party pricing vendors to resolve 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 management and downstream users.

Skills

Python

R

SQL

Financial analytics

Education

Bachelor's degree or military experience

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

Tools

Google Suite

Quicksuite

Snowflake

PolyPaths

Murex

QRM

Job description

Capital One National Association in McLean, VA is seeking a Senior Associate in Trade Analytics & Valuation to join the Capital Markets Analytics team. You will evaluate fixed income assets, develop analytics, and automate valuation processes with cross-functional Finance and Tech partners.

The role emphasizes problem solving, clear communication, and teamwork. You will build knowledge of portfolios and risk drivers, and present insights to senior management and committees.