Capital One Sr. Analyst, Capital Markets in McLean, Virginia
McLean 1 (19050), United States of America, McLean, Virginia
At Capital One, we’re building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.
Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.
Sr. Analyst, Capital Markets
This position is in Capital One’s Derivatives Trade Analytics and Valuation team. The candidate will execute on key business processes, controls, and procedures associated with the financial risk management of Capital One’s derivatives trading activity.
Responsibilities include running analytics and compiling reports on trade performance based on forecasting, rate scenarios, and proposed trading strategies within an interest rate risk framework.
Perform FAS 133 effectiveness testing for hedging programs.
Create and manage requirements for Agile stories and support testing of new models and systems.
Develop and maintain strong working relationship with IT and external vendors to ensure timely completion of valuation and analytics runs.
Work closely with Asset Liability Management (ALM), Accounting Policy and IT to implement new products, systems, and regulations, or to resolve trading and/or reporting-related issues.
• Bachelor's degree or military experience
• Bachelor's degree in Information Systems or Bachelor's degree in Finance
• Master's in Business Administration (MBA) or Certified Financial Analyst (CFA) designation
• Knowledge of Interest Rate, FX, Commodities derivatives
• Experience with financial trading and modeling applications, including Murex, Polypaths, QRM, TriplePoint, Wall Street Systems, and Bloomberg, or similar systems
• Experience working with BI reporting tools (ie. Tableau and Birst)
• Strong desire to work with data in various forms and experience with process automation and scripting languages (ie. Python/SQL)
At this time, Capital One will not sponsor a new applicant for employment authorization for this position.