Manager, Process Management – Banker Efficiency & Effectiveness
Capital One
Senior Associate, IRR Portfolio Manager
Capital One
full-time
Posted on:
Location Type: Hybrid
Location: McLean • Virginia • 🇺🇸 United States
Visit company websiteSalary
💰 $109,000 - $124,400 per year
Job Level
Senior
Tech Stack
PythonSQL
About the role
- 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 portfolio level trends and analytics to internal team members, senior management as well as other stakeholders
- Assist in model performance backtesting
- Assist in preparation of executive level presentations (ALCO, Board, etc.)
- Create and maintain documentation for procedures and analysis
Requirements
- Bachelor's Degree or military experience
- At least 1 year of experience in finance or capital markets or a combination
- Master of Business Administration or Master's in Finance or related area preferred
- 1+ year of experience in asset liability management (ALM), or fixed income analysis, or corporate finance, or other finance-related function preferred
- 1+ year of experience in Quantitative Risk Management (QRM) or other interest rate risk modeling preferred
- 1+ year of experience in data and technology systems, including SQL preferred
- 1 + year of experience using coding languages (Python) to automate workflow preferred
- Certified Financial Analyst designation or Financial Risk Management designation or Certified Public Accountant designation preferred
- Proficiency with Excel and Powerpoint preferred.
Benefits
- Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
interest rate risk reportingduration of equityeconomic value of equity sensitivityearnings at riskfair value measurementmodel performance backtestingquantitative risk managementasset liability managementfixed income analysisdata analysis
Soft skills
communicationanalytical skillsteam collaborationpresentation skillsorganizational skills
Certifications
Certified Financial AnalystFinancial Risk ManagementCertified Public Accountant
