Senior Business Analyst

1 week ago


Dinan, Bretagne, United States Capital One Full time
Capital Markets and Risk Management Senior Analyst

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:
  1. Perform periodic valuation of Capital One's investment portfolio, mortgage servicing rights, and other assets for external and internal reporting purposes.
  2. 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.
  3. Work closely with business partners, Information Technology, and third-party pricing vendors to resolve any issues in the valuation and reporting process.
  4. Leverage new technologies to re-engineer and streamline business processes.
  5. 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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