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Senior Associate – Trade Analytics and Valuation

Capital One


Location:
McLean, VA
Date:
04/26/2017
Job Code:
capitalone2-R24111
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Job Details

Company Capital One

Job Title: Senior Associate – Trade Analytics and Valuation

JobID: capitalone2-R24111

Location: McLean, VA, 22106, USA

Description: 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.



Senior Associate – Trade Analytics and Valuation



This position in Capital One’s Trade Analytics and Valuation team offers the candidate a unique opportunity to be part of a dynamic team focusing on the company’s investment portfolio analytics. We are currently looking for candidates with analytical experience and technical skills to focus on fixed income investment securities analysis and modeling. This position will be a key player in developing and enhancing credit analytics for the company’s CLO, ABS, CMBS and other broader structured product investments.



**Responsibilities** :



- Work with cross-functional team in Capital Markets Analytics and Commercial banking, and perform detailed analysis and testing related to CLO and ABS products.



- Perform credit due diligence on CLO and other securitized products including ABS and CMBS incorporating both collateral and structure analysis.



- Provide ongoing credit surveillance and monitoring on the company’s CLO and other securitized products investments.



- Work with the Commercial team and Model Risk Office to evaluate CLO model and other credit modeling related to the securitization investments.



- Perform scenario analysis and stress testing using established credit models in support of CCAR and DFAST regulatory stress testing as well as the ongoing credit underwriting and monitoring processes.



- Work with investment portfolio managers to understand key risk factors affecting those portfolios.



- Present and communicate credit analytics results and credit research topics to various stakeholders and senior executives (Portfolio Management, Balance Sheet management, MLRO, Commercial Banking)



- Support other trade related analytics including interest rate analytics, pricing, and valuations.



- Support the communication and reporting of results to senior management and related committees.



- Document processes and controls to support internal and external reviews / exams.



**Qualifications:**



**Basic Qualifications**

- Bachelors Degree or military experience

- 2+ year of experience in finance industry, structured finance, credit analytics, or related fields



- Proficient with MS Office, VBA and relational databases



**Preferred Qualifications**

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



- Experience with Capital Markets, investment credit risk management, CLO or broader structured products



- Ability to work effectively in a team environment, deliver accurate results, and adhere to tight deadlines



- Strong communication skills



- Master’s degree in finance or related fields



- CFA charter holder or CFA candidates preferred



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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