Sr. Analyst, Capital Markets & Risk
Core
Senior Analyst supporting Interest Rate Risk Management (IRR) and Foreign Exchange risk analysis for Capital One's Balance Sheet Management group.
Role type
Senior IC quantitative risk analyst (capital markets & risk)
Builds
Executive-level risk reports, interactive BI dashboards, and data pipelines feeding Quantitative Risk Management (QRM) models.
Domain
Banking / Financial Services / Interest Rate Risk Management
Deliverable
dashboards & analysis
Required skills
SQL, Python, Interest Rate Risk in the Banking Book (IRRBB) principles, data visualization, financial modeling
Preferred skills
Asset Liability Management (ALM), fixed income analysis, Quantitative Risk Management (QRM), generative AI tools, CFA/FRM certification
Technologies
Amazon QuickSight, Tableau, SQL, Python, Excel, PowerPoint
Responsibilities
Partner with Lines of Business to understand trends and modeling assumptions; support model implementation and data pipelines; design and maintain BI dashboards; automate data extraction and validation; prepare executive presentations; ensure accuracy of portfolio-level risk metrics (DOE, EVE, NII sensitivities); create documentation for modeling frameworks.
Seniority
Senior, hands-on IC
