Capital One Senior Associate, Trade Analytics & Valuation in McLean, Virginia

McLean 1 (19050), United States of America, McLean, Virginia

Senior Associate, Trade Analytics & Valuation

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 analytics. We are currently looking for candidates with analytical experience and technical skills to focus on fixed income investment securities credit impairment analysis and modeling. This position will be a key player in developing and executing credit impairment process and analytics for the company’s fixed income investments under various macroeconomic scenarios.

Responsibilities :

  • Perform quarterly credit impairment analysis using SAS, SQL, PolyPaths, and/or other tools for the company’s investment securities

  • Lead CCAR/DFAST stress testing process for the securities credit impairment assessment by performing the analysis, coordinating with a cross-functional stress test team, as well as prepare whitepaper and compliance documentation.

  • Support testing and performance monitoring of loss forecasting models (including sensitivity analysis, benchmarking, and back testing)

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

  • Actively contribute to and support Accounting projects which may have impact on the securities credit impairment process, including CECL and the new allowance project, by providing analytics and special matter expertise

  • Work with investment portfolio managers to understand key risk factors affecting those portfolios

  • Work with model governance group to support model validation used for the credit impairment process

Basic Qualifications :

  • Bachelor's Degree or military experience

  • At least 2 years of experience in finance industry, modeling, credit analytics, or related fields

-At least 1 year of experience working with relational databases to include SQL or SAS

-Proficiency with MS Office

Preferred Qualifications

-Bachelor's Degree in financial engineering, economics, engineering, finance, or quantitative field of study

  • Experience with Capital Markets, investment credit risk management, structured finance, or mortgage products

  • Experience with credit modeling and/or data analysis

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

  • Good communication skills

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

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