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.
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
-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.