Capital One
Sr. Analyst, Capital Markets & Risk
$111K–$127K
McLean, VA · Senior · Full-time · Posted Oct 6, 2026
- Experience
- At least 1 year in financial services or quantitative analysis, and at least 1 year using SQL or Python.
- Education
- Bachelor’s degree or military experience.
- Visa sponsorship
- Capital One will not sponsor a new applicant for employment authorization for this position.
About the job
Analyzes and reports Capital One’s interest rate and foreign exchange risk, supporting balance-sheet risk management, modeling, and decision-making.
What you'll do
- Support and enhance QRM model implementations and their data pipelines; validate portfolio risk metrics and report changes in Market Value and NII sensitivities.
- Build dashboards and automate data extraction, validation, and reporting workflows; use generative AI tools to streamline analytics.
- Partner with business teams, prepare executive presentations, and document modeling frameworks, implementations, procedures, and analysis.
What they ask for
- 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.
Nice to have
- Relevant master’s degree; experience in ALM, fixed income, corporate finance, QRM, interest rate risk modeling, data systems, automation, or dashboard development; CFA or FRM designation.
- Foundational understanding of IRRBB; familiarity with LLMs and generative AI tools; proficiency with Excel and PowerPoint.
Pay
$111,200 - $126,900 USD base salary
Tools
QRM, Amazon QuickSight, SQL, Python, Tableau, Gemini, Excel, PowerPoint
AI focus
Use generative AI tools to streamline analytics workflows, automate data processing, and improve reporting; preferred familiarity with LLMs for coding or business problem-solving.
Model-written summary · the original posting is authoritative