Senior Analyst, Capital Markets and Analytics

The Derivatives Middle Office team, under Capital Markets and Analytics, services the Corporate Treasury and Commercial Banking line of business through derivative trade support for products intended to provide protection against interest rate and FX exposures. The team is responsible for trade maintenance, monitoring of life cycle events and reporting in compliance with Swap Dealer regulations.

The Sr. Associate for Derivatives Operations should have financial product or Treasury/Bank Operations knowledge. The candidate should be able to demonstrate solid analytical skills and excellent communication skills. The candidate should also have the initiatives to improve the efficiency of existing processes to support the business needs.

Major Responsibilities Include:

• Trade affirmation of Corporate and Commercial OTC derivative activity, including validating commercial profit & loss

• Execute daily reporting and record retention controls to ensure team adheres to Swap Dealer regulations

• Liaison with counterparties to perform portfolio reconciliation and remediate trade and valuation discrepancies

• Perform and monitor derivative clearing and settlement

• Responsible for maintaining the integrity of market data parameters in the system of record that drive model and trade valuations

• Identify opportunities for process and financial modeling efficiencies, cost reduction, and enhanced controls

• Maintain and enhance daily automation controls coded using SQL and python

Basic Qualifications:

• Bachelor's degree or Military experience

• At least 1 year of experience in Capital Markets Operations or similar financial institution experience

Preferred Qualifications:

• Bachelor's degree in Business, Finance, or Economics,

• 2+ year of banking experience within treasury function, middle office, back office

• Proficient in the use of Bloomberg, Excel, SQL, Python

• Strong problem-solving ability and experience with system implementation and user acceptance testing

At this time, Capital One will not sponsor a new applicant for employment authorization for this position.