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Senior Analyst - Capital Markets And Analytics
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- Center 1 (19052), United States of America, McLean, VirginiaSenior Analyst - Capital Markets and Analytics The Treasury Asset and Liability Management Strategy (ALMS) team is hiring a Senior Associate to execute and research derivative hedging strategies, help manage Foreign Exchange and Interest Rate risk and develop code and digital tools to help integrate our data and reporting.
- This position is analytical, benefitting from capital markets and interest rate risk management background in addition to exposure to financial derivatives and banking products.
- Perform research and analysis into issues involving foreign exchange risk, market risk and basis risk
- Explore new digital tools to streamline and automate existing processes, build data visualizations and create ad hoc data analysis to provide analytical insights and improve operational efficiency, using Python, SQL, Quicksight and more
- Assist in the development of quantitative and empirically supported "through the cycle" risk targets for interest rate risk to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits
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