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Capital One Senior Analyst


Senior Analyst Job, here.  Kinda thinking Cha Ching, no? It is entirely feasible that a bank with a nicely bounded set of assets and liabilities could optimize LP/NLP for NIM and NII. I don’t see any connections of Capital One to Luenberger, Bertsekas, or Ruszczynski. I do not know the current Stanford Optimization crew. Shapiro down at GaTech is a possibility. Is there Optimization activity in Virginia, DC Maryland? There are guys at NC State in the game.

Capital One’s Balance Sheet Analysis and Profitability team is seeking a highly motivated and talented professional to join the group as a Senior Analyst. The Balance Sheet Analysis and Profitability Team blends the disciplines of interest rate risk management, planning and forecasting, and funds transfer pricing. The team is responsible for forecasting the total company net interest income (NII) and net interest margin (NIM), along with running various interest rate risk analysis. The team also develops NIM and NII analytics to provide management guidance and to aid company strategy development. The team partners with the company’s business lines on transfer pricing, understanding business dynamics and implications of business decisions to the overall balance sheet. Finally, the team also has NII forecasting oversight of Corporate Treasury, which includes the Investment Portfolio, Corporate Debt, and Derivatives. The team’s primary forecasting and analysis tool is QRM.

The Senior Analyst position will have a broad range of responsibilities that support the analysis and understanding of the company’s NIM. The successful candidate will utilize QRM to consolidate segment level interest rate risk analysis to generate a total company view. In addition, the analyst in this role will also work with a team of associates to develop new analytical frameworks to understand and communicate the company’s structural rate risk. The role requires exceptional analytical and communication skills.

Major Responsibilities Include:
• Support the monthly reporting and forecasting process of Treasury’s P&L
• Create reporting and analysis tools in QRM and Essbase Management Accounting (MAPS) System
• Investigate drivers of change in NII, NIM, and interest rate sensitivities
• Understand and investigate the moving pieces of the company’s baseline forecast
• Partner with business lines and strategy teams to understand balance sheet dynamics
• Assist in the development of presentations for senior management
• Continuously drive operational improvements and process efficiencies
• Provide support to Investor Relations and Corporate Planning for Quarterly Earnings

• Create analytics of segment level interest rate risk, including presentation to finance leadership
• Support corporate development initiatives within Treasury
• Various ad-hoc requests

Basic Qualifications:

Bachelor’s degree or military experience
At least 1 year of experience within a financial institution
Proficiency with Excel
Proficiency with PowerPoint


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