Senior Analyst, Capital Markets

McLean 1 (19050), United States of America, McLean, Virginia

At Capital One, we're building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.

Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.

Senior Analyst, Capital Markets

Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Analyst role on the Asset Liability Management (ALM) Analytics team. The role provides an excellent opportunity to learn about the bank's balance sheet, measure and manage interest rate risk, project net interest income in different macro-economic scenarios, and measure fair value of financial instruments.

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


  • 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 valuation and net interest income analytics to senior management and internal partners
  • Work closely with Market Risk's Portfolio Managers to understand portfolios' interest rate risk position, assumptions, and overall impact
  • Assist in model performance backtesting
  • Assist in preparation of executive level presentations (ALCO, Board, etc.)
  • Create and maintain documentation for procedures and analysis

Basic Qualifications:
  • Bachelor's degree or military experience
  • At least 1 year of experience within a financial institution
  • Proficiency with Excel
  • Proficiency with PowerPoint

Preferred Qualifications:
  • Master of Business Administration or Master's in Finance or related area
  • 1+ year of experience in asset liability management (ALM), or 1+ year of experience in fixed income analysis, or 1+ year of experience in corporate finance, or 1+ year of experience in other finance-related function
  • 1+ year of Quantitative Risk Management (QRM) or other interest rate risk modeling experience
  • 1+ year of data and technology systems, including SQL
  • 1 + year using coding languages (Python) to automate workflow
  • Certified Financial Analyst designation or Financial Risk Management designation or Certified Public Accountant designation

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

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