Sr. Analyst, Capital Markets & Risk

## Sr. Analyst, Capital Markets & Risk Apply locations:
McLean, VAtime type:
Full time posted on:
Posted Todayjob requisition :
R248892

Sr. Analyst, Capital Markets & Risk Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Analyst role on the Interest Rate Risk Management (IRR) Analytics team. The role provides an excellent opportunity to learn about the bank’s balance sheet, measure and manage interest rate risk, project net interest income in different macro-economic scenarios, and measure fair value of financial instruments.

The Senior Analyst position will participate in shaping Capital One’s long-term business strategy by developing analysis and reports to evaluate the company’s interest rate risk (IRR) and Foreign exchange risk (FX) positions. The individual will also assist in developing critical analyses that drive decision-making for balance sheet and interest rate risk management. The role offers the candidate the opportunity to evaluate emerging trends in the capital markets and banking industry to help shape Capital One’s risk management strategy as well as participate in Capital One’s digital initiative.

Responsibilities:
* Partner closely with Lines of Business (LOBs) to understand business trends and modeling assumptions, and implications for interest rate risk  Support and enhance model implementation in Quantitative Risk Management (QRM) , including data pipelines that feed critical risk models.
* Design, develop, and maintain interactive business intelligence dashboards utilizing Amazon Quick Sight or similar tools to communicate complex portfolio metrics to non-technical stakeholders.
* Leverage emerging generative AI tools to streamline analytics workflows, automate data processing, and enhance overall reporting capabilities.
* Use SQL and Python to automate manual data extraction and validation workflows.
* Assist in the preparation of executive-level presentations for senior management and internal partners  (ALCO, Board, etc.).
* Create and maintain high-quality documentation for the modeling framework ,QRM implementations, procedures and analysis
* Ensure accuracy of portfolio level interest rate risk metrics and communicate key drivers for  changes in Market Value and NII sensitivities to senior management and internal partners
* Assist in the monthly interest rate risk position reporting of metrics including duration of equity (DOE), economic value of equity (EVE) sensitivity, and NII Sensitivity

Basic Qualifications:

* Bachelor’s degree or military experience
* At least 1 year of experience in financial services or quantitative analysis
* At least 1 year of experience using SQL or Python

Preferred Qualifications:

* Master's degree in Finance, Financial Engineering, Economics, Mathematics, Computer Science, or a related quantitative field
* 1+ year of experience in asset liability management (ALM), or 1+ year of experience in fixed income analysis or corporate finance
* 1+ year of Quantitative Risk Management (QRM) or other interest rate risk modeling experience
* 1+ year of data and technology systems, including SQL
* 1 + year using coding languages (Python) to automate workflow
* 1+ year of experience building data visualizations and dashboards (Amazon Quick Sight, Tableau, or similar)
* Certified Financial Analyst designation(CFA) or Financial Risk Management designation (FRM)
* Strong foundational understanding of Interest Rate Risk in the Banking Book (IRRBB) principles
* Familiarity with leveraging LLMs and generative AI tools (e.g., Gemini) for practical coding or business problem-solving
* Proficiency with Excel
* Proficiency with Power Point At  this time, Capital One will not sponsor a new applicant for employment authorization for this position.

The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly…