Hotline: 678-408-1354

Senior Associate – Trade Analytics and Valuation

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 Associate – Trade Analytics and Valuation

Capital One, a Fortune 500 company and one of the nation’s top 10 banks, is one of the largest, most analytically sophisticated Financial Services providers in the world. We offer a broad spectrum of financial products and services to consumers, small businesses and commercial clients. We nurture a work environment where people with a variety of thoughts, ideas and backgrounds, guided by our shared Values, come together to make Capital One a great company and a great place to work.

This position in Capital One’s Trade Analytics and Valuation team offers the candidate a unique opportunity to be part of a dynamic team focusing on the company’s investment portfolio and mortgage analytics and modeling. We are currently looking for candidates with analytical experience and technical skills to focus on fixed income investment securities valuation and analytics

Responsibilities :
Perform daily/weekly/monthly valuation of Capital One’s $65 billion Investment Portfolio and mortgage servicing rights portfolio for external and internal reporting purposes

Produce and analyze daily/weekly/monthly risk analytic reporting packages for the Investment Portfolio, including interest rate risk profile, income projections, and OCI projections

Develop solid knowledge of the portfolio positions and underlying risk drivers and present to the management and downstream users

Resolve any issues in the valuation and reporting process working closely with business partners, IT and third-party pricing vendors

Support CCAR/DFAST stress testing process for the investment portfolio book

Work with investment portfolio managers to understand key risk factors affecting those portfolios and provide pre-trade and ad hoc analysis to support trading decisions

Support business process re-engineering and streamlining

Support the communication and reporting of results to senior management and related committees

Document processes and controls to support internal and external reviews / exams

Basic Qualifications

Bachelor’s Degree or military experience

At least 2 years of experience in finance industry, structured finance, fixed income, valuations, or related fields

At least 1 year of experience working with MS Office, VBA and relational databases

Preferred Qualifications

Bachelor’s degree in finance, financial engineering, economics, engineering, or quantitative field of study

Experience with Process Excellence framework

Good track record of improving/streamlining existing business processes

Experience with Tableau or other visualization tools

Experience with Capital Markets or securitized financial instruments

Good communication skills

Ability to work effectively in a team environment, deliver accurate results, and adhere to tight deadlines

Master’s degree in finance or related fields; CFA or FRM charter holder or candidates preferred

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

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Eltas EnterPrises Inc.
3978 Windgrove Crossing
Suite 200A
Suwanee, Georgia
30024, USA
contact@eltasjobs.com

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