Senior Associate - Trade Analytics & Valuation
Core
Perform periodic valuation of investment portfolios and mortgage servicing rights, produce risk analytics, and support CCAR stress testing for Capital One's Capital Markets team.
Role type
Senior Associate, Trade Analytics & Valuation
Builds
Valuation models, risk analytics reports, and automated process solutions for fixed income and other capital markets assets.
Domain
Financial Services / Capital Markets / Fixed Income
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Fixed income valuation, risk analytics, process automation, Python, SQL, data analysis, stakeholder communication
Preferred skills
Structured finance, derivatives, Google Suite, Snowflake, Murex, QRM, business process improvement
Technologies
Python, SQL, Snowflake, Murex, QRM, Google Suite, Quicksuite, PolyPaths
Responsibilities
Perform periodic valuation of investment portfolio and mortgage servicing rights; Produce risk analytics and reporting including interest rate risk and performance attribution; Work with business partners and IT to resolve valuation issues; Leverage new technologies to re-engineer business processes; Establish and maintain documented processes and controls; Develop portfolio knowledge and communicate results to senior management.
