Sr. Analyst, Capital Markets & Risk

Discover Financial
United States
Workplace: OnsiteFull timeUSD 111,200 - 126,900 annuallyFunction: Legal, Risk & ComplianceExperience: 1+ yearsEducation: bachelorsSkills: ["Communication","Collaboration","Analytical thinking","Attention to detail","Documentation"]

Support Capital One’s Interest Rate Risk Management (IRR) analytics by partnering with business lines to understand trends and modeling assumptions, enhancing quantitative risk models, and validating data pipelines. Build and maintain interactive dashboards (e.g., Amazon QuickSight) to communicate interest rate risk and FX metrics to non-technical stakeholders. Use SQL and Python to automate workflows, prepare executive presentations, and ensure accurate reporting of metrics like EVE and NII sensitivities.

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FursaFursa
Discover Financial
Discover Financial
5 days ago

Sr. Analyst, Capital Markets & Risk

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Last checked: 2 hours agoStatus: Live

Job Summary

Support Capital One’s Interest Rate Risk Management (IRR) analytics by partnering with business lines to understand trends and modeling assumptions, enhancing quantitative risk models, and validating data pipelines. Build and maintain interactive dashboards (e.g., Amazon QuickSight) to communicate interest rate risk and FX metrics to non-technical stakeholders. Use SQL and Python to automate workflows, prepare executive presentations, and ensure accurate reporting of metrics like EVE and NII sensitivities.
Location: United States
Workplace: Onsite
Employment Type: Full time
Job Function: Legal, Risk & Compliance
Seniority: Mid level

Key Responsibilities

  • •Partner with Lines of Business to understand trends, modeling assumptions, and implications for interest rate risk.
  • •Support and enhance model implementation in Quantitative Risk Management (QRM), including data pipelines feeding risk models.
  • •Design, develop, and maintain interactive BI dashboards to communicate portfolio metrics to non-technical stakeholders.
  • •Automate data extraction and validation workflows using SQL and Python; streamline analytics workflows with generative AI tools.
  • •Ensure accuracy of interest rate risk metrics and communicate key drivers for changes in Market Value and NII sensitivities; assist with executive reporting and presentations.

Pay and Benefits

Salary: USD 111,200 - 126,900 annually

Key Requirements

  • •Bachelor’s degree or military experience.
  • •At least 1 year of experience in financial services or quantitative analysis.
  • •At least 1 year of experience using SQL or Python.
  • •Experience in asset liability management (ALM) or fixed income analysis/corporate finance.
  • •Experience with quantitative risk management (QRM) or interest rate risk modeling and building data visualizations/dashboards.
Experience:1+ yearsFinancial servicesBankingCapital markets
Education:Bachelor's
Skills:CommunicationCollaborationAnalytical thinkingAttention to detailDocumentation
Certifications:CFAFRM
Tech Stack:SQLPythonAmazon QuickSightTableauExcelPowerPointGenerative AILLMsGemini

Eligibility

Work Authorization:Authorization required. Sponsorship not provided.

Company Brief

Discover Financial
Provides consumer banking products, credit cards, personal loans, and payment services through the Discover brand. It operates a major U.S. financial network and serves individuals and merchants with lending and digital payment solutions.
Industry: Retail Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 10M to 25M
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Riverwoods, United States
Founded: 1985
WebsiteLinkedIn