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Senior Associate – Trade Analytics and Valuation

Capital One

McLean, VA
Job Code:
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Job Details

Company Capital One

Job Title: Senior Associate – Trade Analytics and Valuation

JobID: capitalone2-R20068

Location: McLean, VA, 22106, USA

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

Senior Associate – Trade Analytics and Valuation

**Senior Associate – Trade Analytics and Valuation**

This 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 team and work with various cross-functional teams, with a focus on the company’s mortgage valuation analytics. We are currently looking for candidates with analytical experience and technical skills to focus on mortgage related analysis, modeling and processes. This position will be a key player in developing and enhancing the mortgage valuation, funding and modeling framework and data quality to support the company’s balance sheet management and Home Loans Line of Business (LOB) for multiple business purposes.

**Responsibilities** :

+ Under the guidance of the project leads, this associate will participate and perform the key tasks in the mortgage valuation project in which we aim to enhance the analytics quality, valuation processes, data quality, and modeling framework around the company’s mortgage assets.

+ Work with cross-functional teams in Capital Markets Analytics, Home Loans and IT groups and perform detailed analysis and testing related to the project tasks

+ Work with the Fund Transfer Pricing (FTP) and Quantitative Modeling team to evaluate the mortgage loan attributes and prepayment modeling approach and enhance the mortgage FTP framework

+ Work with the IT and Home Loans LOB to analyze the data sources and quality in the source and downstream systems and identify any data discrepancies and propose solutions.

+ Work with the Home Loans and Quantitative Modeling team to evaluate prepayment modeling consistency between various systems and business processes and test and implement the potential solutions

+ Perform detailed analysis and testing to support the enhancements to the Mortgage Serving Right (MSR) valuation process

+ Perform testing and documentation of the credit loss model and support the implementation for the mortgage loans

+ Work with model governance group to support model and methodology changes

+ Document processes and controls to support internal and external reviews/exams

+ Perform and support the daily MSR production processes

+ Support the CCAR/DFAST stress testing process related to mortgage valuation and income forecasted as directed

+ Support the Investment Portfolio securities analytics production as needed

**Basic Qualifications:**

+ Bachelor's degree in financial engineering, economics, engineering, finance, or quantitative field of study

+ At least 2 years of experience in finance, or at least 2 years of experience in modeling, or at least 2 years of experience in credit analytics

**Preferred Qualifications:**

+ Experience with Capital Markets, investment credit risk management, structured finance, or mortgage products

+ Experience with credit modeling and/or data analysis

+ Strong communication skills

+ Master’s degree in financial engineering, economics, engineering, finance, or quantitative field of study; CFA preferred

+ Proficiency with MS Office, VBA and relational databases, SQL, SAS, etc

**At this time, Capital One will not sponsor a new applicant for employment authorization for this position.**

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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