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Senior Associate – Trade Analytics and Valuation

Capital One


Location:
McLean, VA
Date:
05/29/2017
Job Code:
capitalone2-R25012
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Job Details

Company Capital One

Job Title: Senior Associate – Trade Analytics and Valuation

JobID: capitalone2-R25012

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



Capital One, a Fortune 500 company and one of the nation’s top 10 banks, is one of the largest, most analytically sophisticated Financial Services providers in the world. We offer a broad spectrum of financial products and services to consumers, small businesses and commercial clients. We nurture a work environment where people with a variety of thoughts, ideas and backgrounds, guided by our shared Values, come together to make Capital One a great company and a great place to work.



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 and mortgage analytics and modeling. We are currently looking for candidates with analytical experience and technical skills to focus on fixed income investment securities valuation and analytics



**Responsibilities** :



+ Perform daily/weekly/monthly valuation of Capital One’s $65 billion Investment Portfolio and mortgage servicing rights portfolio for external and internal reporting purposes

+ Produce and analyze daily/weekly/monthly risk analytic reporting packages for the Investment Portfolio, including interest rate risk profile, income projections, and OCI projections

+ Develop solid knowledge of the portfolio positions and underlying risk drivers and present to the management and downstream users

+ Resolve any issues in the valuation and reporting process working closely with business partners, IT and third-party pricing vendors

+ Support CCAR/DFAST stress testing process for the investment portfolio book

+ Work with investment portfolio managers to understand key risk factors affecting those portfolios and provide pre-trade and ad hoc analysis to support trading decisions

+ Support business process re-engineering and streamlining

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

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



**Basic Qualifications**



+ Bachelor's Degree or military experience

+ At least 2 years of experience in finance industry, structured finance, fixed income, valuations, or related fields

+ At least 1 year of experience working 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 Process Excellence framework

+ Good track record of improving/streamlining existing business processes

+ Experience with Tableau or other visualization tools

+ Experience with Capital Markets or securitized financial instruments

+ Good communication skills

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

+ Master’s degree in finance or related fields; CFA or FRM charter holder or 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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