Senior Analyst, Capital Markets & Risk

Capital One Financial

Confirmed live yesterday High trust

Quick summary

Work type: On-site
Location: McLean, VA
Salary: $111,200–$126,900 / yr
Posted: 8 days ago
Freshness: Confirmed live yesterday
Nearby: 99+ roles within 25 mi

Market check

Salary context

Below market

How this pay compares to similar roles

Similar $152k

This role $119k

$103k most similar roles pay here $190k

This role pays less than 77% of similar roles. Most pay $122,012–$181,270 — the shaded band above. At the midpoint, this role pays about $119k versus about $152k for comparable roles.

Based on 239 similar postings.

Employer

About Capital One Financial

Capital One Financial is a bank holding company specializing in credit cards, auto loans, banking, and savings products, known for its data-driven approach to consumer and commercial finance. Industry: Financial Services & Banking

Capital One Financial currently has 998 open roles on FindRole.

Listed pay typically runs $197,300–$225,100 across 992 roles with salary data.

Most-posted roles

View all roles at Capital One Financial

At a glance

TL;DR · Senior Analyst, Capital Markets & Risk

Role Posting Log in to save

Sr. Analyst, Capital Markets & Risk joins the Balance Sheet Management group on the Interest Rate Risk Management Analytics team. This role focuses on measuring and managing interest rate risk, projecting net interest income across various macroeconomic scenarios, and determining the fair value of financial instruments. The individual will develop analysis and reports to evaluate interest rate and foreign exchange risk positions while partnering with lines of business to understand modeling assumptions. Key responsibilities include enhancing model implementations in Quantitative Risk Management, building interactive dashboards using Amazon QuickSight, and utilizing SQL and Python to automate data extraction and validation workflows. Additionally, the role involves leveraging generative AI tools to streamline analytics and preparing executive-level presentations. The work centers on managing the bank's balance sheet by analyzing portfolio metrics such as duration of equity and economic value of equity sensitivity.

Skills

SQL Python Amazon QuickSight Tableau Generative AI LLMs QRM Excel PowerPoint Data Pipelines Business Intelligence Asset Liability Management Fixed Income Analysis Corporate Finance

What you'll do

Measure and manage interest rate risk (IRR) and foreign exchange risk (FX) positions for the bank's balance sheet.
Project net interest income across various macro-economic scenarios to inform long-term business strategy.
Support and enhance model implementations in Quantitative Risk Management (QRM), including critical data pipelines.
Develop and maintain interactive business intelligence dashboards using Amazon QuickSight to communicate portfolio metrics.
Use SQL and Python to automate manual data extraction, validation workflows, and reporting processes.
Integrate generative AI tools to streamline analytics workflows and automate data processing.
Prepare executive-level presentations for senior management, the Board, and internal risk committees.
Ensure accuracy of portfolio risk metrics and communicate key drivers of market value and NII sensitivities.

What we're looking for

Bachelor's degree or military experience.
At least 1 year of experience in financial services or quantitative analysis.
At least 1 year of experience using SQL or Python.
Master's degree in Finance, Financial Engineering, Economics, Mathematics, Computer Science, or a related quantitative field (preferred).
1+ year of experience in asset liability management, fixed income analysis, or corporate finance (preferred).
1+ year of Quantitative Risk Management or other interest rate risk modeling experience (preferred).
1+ year of experience building data visualizations and dashboards using Amazon QuickSight, Tableau, or similar tools (preferred).
CFA or FRM designation (preferred).

Save