Senior Business Analyst
1 week ago
Capital One's Capital Markets Analytics - Trade Analytics and Valuation team is seeking a skilled Senior Analyst to join our dynamic analytics and modeling team. As a key member of the team, you will work closely with cross-functional Finance and Tech teams, focusing on fixed income and derivatives valuation, analytics, and process automation.
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.
Requirements:
• 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
• Experience with capital markets, structured finance, fixed income, derivatives, or valuation
• Experience working with Python, R, or SQL
• Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM)
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