Description
Capital One's Treasury group is seeking a motivated professional to join the Market Risk team as a Principal Analyst. The role provides an excellent opportunity to learn about the bank’s balance sheet, measure and manage Interest Rate Risk, and project Net Interest Margin in different macro-economic scenarios.

The Principal Analyst will participate in shaping Capital One’s long-term business strategy by developing analysis and reports to evaluate the company’s interest rate risk position. The individual will also assist in developing critical analyses that drive decision-making for balance sheet and interest rate risk management. This role offers the candidate the opportunity to evaluate emerging trends in the capital markets and banking industry to help shape Capital One’s business strategy.

Responsibilities:
- Assist in the monthly interest rate risk position reporting (DOE, EVE Sensitivity, EaR, etc.)
- Work closely with Market Risk’s Portfolio Managers to understand portfolios’ interest rate risk position and impact to our overall risk
- Assist in various planned and ad hoc corporate projects like Stress Testing, Long Term Financial Planning, and other ad hoc analysis as necessary
- Providing valuation analytics for senior management and internal partners
- Assist in preparation of Executive level presentations (ALCO / Board, etc.)

Qualifications
Basic Qualifications:
- Bachelors degree in Finance/Accounting or other related field
- Minimum of 3 years of experience in financial analysis or modeling
- Minimum of 2 years of experience in a role utilizing strong analytical and quantitative skills

Preferred Qualifications:
- 5 or more years of experience in financial analysis or modeling
- 2 years of modeling experience in Valuation and/or Planning functions, preferably with QRM or other ALM / Pricing tools
- 2 years of experience of measuring interest rate risk and good understanding of duration, convexity, earnings-at-risk, etc.
- Proficient in Excel and PowerPoint
- Self-starter, with the ability to work independently in a face-paced environment
- Good understanding of interest rate markets and derivative instruments
- MBA or MS in finance / financial engineering. CFA (CFA candidate) a plus
- Ability to communicate and develop partnership with different teams

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

No agencies please. Capital One is an equal opportunity employer committed to diversity in the workplace. We promote a drug-free work environment. We emphasize recruiting, hiring, and retaining the most qualified candidates and providing them with the opportunity to meet their potential. We provide an environment where differences lead to solutions.

Job: Accounting, Finance and Treasury
Primary Location: United States-Virginia-McLean-Northern VA-McLean Campus (19050)
Schedule: Full-time
Travel: No

Job Posting:
Unposting Date: