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Senior Analyst, Capital Markets & Risk

Company: Capital One
Location: Damascus
Posted on: April 10, 2021

Job Description:

McLean 1 (19050), United States of America, McLean, VirginiaSenior Analyst, Capital Markets & RiskThe Treasury Asset and Liability Management Strategy (ALMS) team is hiring a Senior Associate to build automated scripts using python and SQL to provide meaningful/actionable insights into ALM's derivative hedging programs.- This role is high impact and requires both a strong technical and analytical background, including exposure to financial derivatives and other banking products as we leverage technology to support the team in managing interest rate and foreiegn exchange market risks.- The Associate is expected to communicate findings in a clear and concise manner.- The associate is also expected to come up the curve in identifying market risks and will have opportunities to develop recommendations based on Capital One's risk exposure.-Responsibilities:

  • Write python and SQL code to effectively process, cleanse, and combine data sources in unique and useful ways, often resulting in curated Extract, Transform, Load (ETL) datasets that are easily used by the broader ALM team
  • Develop, build, and enhance sophisticated python scripts associated with ALM's derivative hedging strategies
  • Create and maintain automated datasets to AWS S3 and Snowflake
  • Work with various lines of business to influence data elements and implement analytical solutions to facilitate data-driven decision making
  • Analyze large datasets using SQL and python to translate data into actionable insights and make recommendations to leadership team based on your findings
    • Ensure well controlled and effective management of our existing ALM hedging programs to optimally leverage hedge capacity and remain within management limits-
    • Drive the cross-functional development of sophisticated balance sheet optimization models, taking into consideration multiple factors including earnings, rate risk profile, funding, capital, hedge accounting and other factors
    • Assist in the development of quantitative and empirically supported "through the cycle" risk targets for interest rate risk to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits
    • Collaborate on FAS 133-compliant hedging strategy development including researching FAS 133 accounting implications
    • Partner with ALM Front Office (FO), Middle Office, and Back Office through the lifecycle of our derivative trades to ensure there is no residual riskBasic Qualifications:
      • Bachelor's Degree or military experience-
      • At least 1 year of experience with Python and SQL
      • At least 1 year of experience with Snowflake or Github or AWS S3 or Linux
      • At least 1 year of experience with AWS Quicksight or Tableau
      • At least 1 year of experience in Capital Markets or Asset and Liability Management (ALM)Preferred Qualifications:
        • Chartered Financial Analyst (CFA) Charterholder or Financial Risk Manager (FRM) Certified or Certified Public Accountant (CPA)
        • Bachelor's Degree in Computer Science or Computer Engineering or Finance or Economics or Accounting
        • Amazon Web Services (AWS) Cloud Practitioner Certification
        • At least 2 years of experience in Financial Services
        • At least 2 years of experience with Python and SQL
        • At least 1 year of experience with FAS 133 and ASC 815 Hedge Accounting
        • At least 1 year of experience with bank products including credit cards or mortgage securities or loans or deposits or commercial lending or securitizations
        • At least 1 year of experience with Murex or BloombergAt this time, Capital One will not sponsor a new applicant for employment authorization for this position. ?

Keywords: Capital One, Asheville , Senior Analyst, Capital Markets & Risk, Accounting, Auditing , Damascus, North Carolina

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