Job Abstract

Senior Analyst, Capital Markets and Risk

This position in Capital One’s Capital Markets Analytics - Trade Analytics and Valuation team offers the candidate a unique opportunity to be part of a dynamic analytics and modeling team and work with various cross-functional Finance and Tech teams, with a focus on fixed income and derivatives valuation, analytics and process automation. The role requires exceptional problem solving, innovation, analytical, and communication skills. We expect our analysts to build up product knowledge and expertise on a wide range of capital market instruments, as well as to learn and utilize new tools and technologies to improve efficiency and controls on our business processes. 

An ideal candidate will have a passion for both Capital Markets and leveraging the latest analytical and technological tools. Possessing strong problem solving and conceptual thinking abilities in addition to communication, interpersonal and leadership skills are also important. This position will be in a fast-paced and analytical environment where you will be handling multiple concurrent projects while working independently and in teams. You will build and maintain well-managed processes, data solutions, and capabilities to tackle challenging business problems. 

Main Responsibilities: 

• Perform periodic valuation of Capital One’s investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes

• Produce risk analytics and reporting on the investment portfolio, including interest rate risk measurement, performance attribution, and Comprehensive Capital Analysis and Review (CCAR) stress testing 

• Work closely with business partners, Information Technology and third-party pricing vendors to resolve any issues in the valuation and reporting process

• Leverage new technologies to re-engineer and streamline business processes

• Establish and maintain well-managed processes; document processes and controls to support internal and external reviews or exams 

• Develop solid knowledge of our portfolios and underlying risk drivers and communicate effectively to the management and downstream users. Prepare and communicate results to the senior management and related committees 

Basic Qualifications 

• Bachelor's Degree or military experience 

• At least 2 years of experience working in the financial industry 

Preferred Qualifications

• Master’s degree in finance, financial engineering, economics, engineering, math, or information systems 

• At least 1 year of experience with capital markets, structured finance, fixed income, derivatives, or valuation 

• At least 1 year of experience working with Python, R, or SQL 

• Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM)

• Experience with Tableau, Snowflake, PolyPaths, Murex, or Quantitative Risk Management (QRM) 

• Business process improvement experience along with the ability to work effectively in a team environment, deliver accurate results, and adhere to tight deadlines

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 theCapital 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 4901-4920; 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 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. 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 Careers@capitalone.com

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).