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Capital One · 5 hours ago

Sr. Associate, IRR Portfolio Manager (Hybrid)

McLean, VA

Full-time

Hybrid

Entry Level

$109K/yr - $124K/yr

1+ years exp

Capital One is a financial services company seeking a motivated professional for a Senior Analyst role on the Interest Rate Risk Management (IRR) Analytics team. The role involves measuring and managing interest rate risk, developing analyses and reports to evaluate the company's risk positions, and assisting in decision-making for balance sheet management.

BankingCredit CardsFinanceFinancial Services

Comp. & Benefits

No H1B

Responsibilities

Assist in the monthly interest rate risk position reporting of metrics including duration of equity (DOE), economic value of equity (EVE) sensitivity, and earnings at risk (EaR)

Create and analyze interest rate risk reports and communicate month-over-month changes

Assist in measuring the fair value of financial instruments, and communicating analytics to senior management

Assist in various planned and ad hoc corporate projects like stress testing, corporate planning, quarterly earnings preparation, and other analysis as necessary

Communicating portfolio level trends and analytics to internal team members, senior management as well as other stakeholders

Assist in model performance backtesting

Assist in preparation of executive level presentations (ALCO, Board, etc.)

Create and maintain documentation for procedures and analysis

Qualification

Quantitative Risk ManagementAsset Liability ManagementFinancial Risk ManagementSQLPythonExcelPowerPointCertified Financial AnalystCertified Public AccountantMaster's in FinanceCorporate Finance