Sr. Associate, IRR Portfolio Manager (Hybrid)
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.
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
Skills
- Bachelor's Degree or military experience
- At least 1 year of experience in finance or capital markets or a combination
- Master of Business Administration or Master's in Finance or related area
- 1+ year of experience in asset liability management (ALM), or fixed income analysis, or corporate finance, or other finance-related function
- 1+ year of experience in Quantitative Risk Management (QRM) or other interest rate risk modeling
- 1+ year of experience in data and technology systems, including SQL
- 1 + year of experience using coding languages (Python) to automate workflow
- Certified Financial Analyst designation or Financial Risk Management designation or Certified Public Accountant designation
- Proficiency with Excel and Powerpoint
Benefits
- Performance based incentive compensation
- Cash bonus(es)
- Long term incentives (LTI)
- Comprehensive, competitive, and inclusive set of health, financial and other benefits
Company Overview