Senior Associate, Interest Rate Risk Analytics-732450
Capital One is seeking a motivated professional to join the Interest Rate Analytics team as a Senior Associate. The Interest Rate Risk Analytics function within the Balance Sheet Management group is primarily responsible for measuring and managing our balance sheet’s interest rate risk. This includes detailed modeling of assets and liabilities in QRM, partnering with Lines of Business and Corporate Treasury teams to incorporate balance sheet and model assumptions, and analyzing & reporting our Net Interest Margin and interest rate risk position on a monthly basis.
- Model balance and interest cash flows for Investment Portfolio and/or Loan portfolios in the QRM planning function in different interest rate and economic scenarios
- Develop Balance Sheet Planning strategies in QRM model for Capital One’s overall and legal entities’ balance sheet
- Partner with Treasury and Lines of Business to understand business strategies and their implication on baseline Net Interest Margin and our interest rate risk positioning
- Analyze and implement Treasury and Lines of Business provided balance sheet forecast assumptions, and develop principal and interest cash flows in different rate scenarios
- Provide support in developing baseline Net Interest Margin forecast in QRM on a monthly basis, understand and explain trend of investment portfolio and loans’ yield forecast, and provide explanation for change in Net Interest Margin
- Collaborate with different teams within Treasury and across the organization on various planned and ad-hoc corporate projects like Stress Test, Long Term Financial Plan, etc.
- Seeking 1-2 years of experience in Asset Liability Management, Line of Business finance, or other business & finance related function
- Bachelor degree in Finance or related area
- MBA or MS in Finance or related area (no prior experience required with MBA or MS qualification)
- 1-2 years of QRM or other Interest Rate Risk modeling experience
- Strong communication skills with ability to independently drive cross functional projects
- CFA or working towards certification
- Strong analytical and quantitative skills
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 :
Capital One - 18 months ago
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