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    Senior Analyst - McLean, United States - Capital One

    Capital One background
    Full time
    Description
    Center , United States of America, McLean, Virginia

    Senior Analyst - Capital Markets and Analytics

    The Treasury Asset and Liability Management Strategy (ALMS) team is hiring a Senior Associate to execute and research derivative hedging strategies, help manage Foreign Exchange and Interest Rate risk and develop code and digital tools to help integrate our data and reporting. This is a high impact, high visibility position on ALMS; the analyst will develop market risk management strategies and support all forms of corporate derivative trade recommendations, with a focus on FX execution and research. This position is analytical, benefitting from capital markets and interest rate risk management background in addition to exposure to financial derivatives and banking products. The associate will also work with digital tools and write code to help automate and improve existing processes as well as integrate upcoming international business data.

    Responsibilities:
  • Perform research and analysis into issues involving foreign exchange risk, market risk and basis risk
  • Explore new digital tools to streamline and automate existing processes, build data visualizations and create ad hoc data analysis to provide analytical insights and improve operational efficiency, using Python, SQL, Quicksight and more
  • Recommend and enhance existing risk measurement methodologies to provide greater line of sight to market risk drivers
  • Assist in the development of quantitative and empirically supported "through the cycle" risk targets for interest rate risk to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits
  • Drive the cross-functional development of sophisticated balance sheet optimization models, taking into consideration multiple factors including earnings, rate risk profile, funding, capital, hedge accounting and other factors
  • Collaborate on cross-functional Capital Markets and Analytics (CMA) imperatives including CCAR, corporate strategy initiatives, the integration and risk mitigation of bank acquisitions
  • Collaborate on ASC 815 compliant hedging strategy development including researching FAS 133 accounting implications
  • Manage existing ASC 815 derivatives hedging programs to ensure that we optimally leverage our hedge capacity and remain within management limits
  • Structure derivative executions to ensure hedge ineffectiveness is minimized and all hedge accounting requirements are met

    Basic Qualifications:
  • Bachelor's Degree or military experience
  • At least 1 year of experience in Capital Markets or Asset and Liability Management (ALM)

    Preferred Qualifications:
  • At least 1 year of experience in Financial Services
  • Chartered Financial Analyst (CFA) Charterholder or Financial Risk Manager (FRM) Certified or Certified Public Accountant (CPA)
  • At least 1 year of experience with Murex or Bloomberg
  • At least 1 year of experience with SQL or Python
  • At least 1 year of experience with ASC 815 Hedge Accounting
  • At least 1 year of experience with bank products including credit cards or mortgage securities or loans or deposits or commercial lending or securitizations

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

    Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website . Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

    This role is expected to accept applications for a minimum of 5 business days.

    No agencies please. Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex (including pregnancy, childbirth or related medical conditions), race, color, age, national origin, religion, disability, genetic information, marital status, sexual orientation, gender identity, gender reassignment, citizenship, immigration status, protected veteran status, or any other basis prohibited under applicable federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections ; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

    If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at or via email at . All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

    For technical support or questions about Capital One's recruiting process, please send an email to

    Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

    Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).

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