Description
This Senior Associate role in Capital One's Capital Markets Analytics - Trade Analytics and Valuation team offers a unique opportunity to work with various cross-functional Finance and Tech teams, focusing on fixed income valuation, analytics, and process automation. The role requires exceptional problem-solving, innovation, analytical, and communication skills.
You will perform periodic valuations of Capital One's investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes. Additionally, you will produce risk analytics and reporting on the investment portfolio, including interest rate risk measurement, performance attribution, and AOCI sensitivity.
Key responsibilities include:
- Performing analysis to support Comprehensive Capital Analysis and Review (CCAR) stress testing for the investment portfolio
- Working closely with business partners, IT, and third-party pricing vendors to resolve issues in the valuation and reporting process
- Leveraging new technologies to re-engineer and streamline business processes
- Establishing and maintaining well-managed processes and documenting processes and controls to support internal and external reviews/exams
- Developing knowledge of portfolios and underlying risk drivers and communicating effectively to management and downstream users
The ideal candidate will have a Master's degree in finance, financial engineering, economics, engineering, math, or information systems, and at least 2 years of experience working in the financial industry, with 1+ year of experience in capital markets, structured finance, fixed income, derivatives, or valuation.
In terms of skills, proficiency in Python, R, or SQL is required, and experience with Google Suite, Quicksuite, Snowflake, PolyPaths, Murex, or QRM is preferred.
The salary range for this role is $111,200 - $126,900 per year, depending on location.