Sr. Associate, IRR Portfolio Manager (Hybrid)

Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Analyst role on the Interest Rate Risk Management (IRR) Analytics team.

• Assist in the monthly interest rate risk position reporting of metrics including duration of equity (DOE), economic value of equity (EVE) sensitivity, and earnings at risk (EaR)
• Create and analyze interest rate risk reports and communicate month-over-month changes
• Assist in measuring the fair value of financial instruments, and communicating analytics to senior management
• Assist in various planned and ad hoc corporate projects like stress testing, corporate planning, quarterly earnings preparation, and other analysis as necessary
• Communicating portfolio level trends and analytics to internal team members, senior management as well as other stakeholders
• Assist in model performance backtesting
• Assist in preparation of executive level presentations (ALCO, Board, etc.)
• Create and maintain documentation for procedures and analysis

• Bachelor's Degree or military experience
• At least 1 year of experience in finance or capital markets or a combination

• 401k matching
• Health insurance
• Flight privileges

Capital One is a federally registered service mark. All rights reserved. Blank Check is a registered trademark of Capital One Services, LLC. Capital One does not provide, endorse or guarantee and is not liable for third-party products, services, educational tools or other information available through this site.