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Senior Associate, Capital Markets, Risk and Quantitative Analysis

Capital One

McLean, VA
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Job Details

Company Capital One

Job Title: Senior Associate, Capital Markets, Risk and Quantitative Analysis

JobID: capitalone2-R19534

Location: McLean, VA, 22106, USA

Description: McLean 1 (19050), United States of America, McLean, Virginia

Senior Associate, Capital Markets, Risk and Quantitative Analysis

**Job Title:** **Senior Associate, Capital Markets, Risk and Quantitative Analysis**

**Level:** Senior Associate

The Risk and Quantitative Analysis team within the Market and Liquidity Risk Oversight (MLRO) department is seeking a qualified candidate for a Senior Associate position. MLRO provides oversight for the management of Market and Liquidity risks across Corporate Treasury, Commercial Bank and other lines of business (LOB’s) engaged in capital markets activity. The ideal candidate will provide thought leadership in establishing and driving oversight frameworks, along with ownership of monitoring and reporting activities. The responsibilities cover a broad set of capital markets areas, and offer an excellent opportunity for future increase in scope and career progress. Specifically, the Senior Associate will be responsible for

·Computing daily P/L and Impact to OCI, performing attribution analyses and reporting for various Treasury derivative hedging programs and the Bank Investment Portfolio

·Analyzing and reporting daily risk metrics for Treasury derivative hedging programs and the Bank Investment Portfolio

·Providing effective challenge for pricing, valuation and reporting of derivative positions

·Conducting hedge effectiveness analyses and monitoring to ensure alignment of ALM hedging activities with stated strategies

·Investment portfolio monitoring to ascertain compliance with 12 CFR requirements, asset classification rules, product limits and other policy requirements

·Analyzing capital markets trade activity across multiple lines of business to assess compliance with Dodd Frank regulations and Basel capital requirements

·Oversight and governance of approved trading products, strategies and new capital markets initiatives across the Capital One enterprise

·Conducting daily trade supervision activities to cover the trade life cycle end-to-end and ensure all trading is in compliance with internal policies/standards and external regulations

**Basic Requirements:**

-High School Diploma, GED or equivalent certification, or Military experience

-At least 2 years of experience in Market Risk Management

-At least 2 years of experience with MS Excel and at least 2 years experience with database querying languages

**Preferred Qualifications:**

**-** Bachelor’s Degree in Finance, Economics and/or quantitative disciplines OR Military experience

-1 year of experience in quantitative analysis of fixed income portfolio performance, P/L analysis and modeling of derivative hedged positions

-1 year of experience with data analysis, programming and reporting tools such as C/C++, Matlab, Tableau or Python

-1 year of experience with Front/Middle/Back office activities for debt securities and interest rate/FX/commodities derivatives products

-1 year of experience in governance of bank investment portfolios and knowledge of applicable regulations

-Chartered Financial Analyst (CFA) OR Financial Risk Manager (FRM) designations

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.                                               

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