Senior Quantitative Analyst - Global Finance
About The Position
At Capital One, data is central to everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, which was cutting-edge technology in 1988. Fast-forward a few years, and this innovation and our passion for data have propelled us to a Fortune 200 company and a leader in data-driven decision-making. As a Quantitative Analyst at Capital One, you’ll be part of a team leading the next wave of disruption at a massive scale, utilizing the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock significant opportunities that help everyday people save money, time, and reduce financial stress. This position offers a unique opportunity to join the modeling and quantitative analytics team within the dynamic Capital Markets & Analytics (CMA) organization at Capital One. The CMA organization is on a technological journey to leverage technology for deeper market insights, financial risk management, and simplifying complexity. We are seeking candidates with strong modeling, analytical, and model implementation skills to aid us in this journey.
Requirements
- Deep understanding of quantitative modeling in relation to finance, capital markets, derivatives, and investment portfolio modeling principles.
- Extensive experience in Python or other object-oriented language.
- Ability to clearly communicate modeling results to a wide range of audiences.
- Drive to develop and maintain high-quality and transparent model documentation.
- Strong written and verbal communication skills.
- Strong presentation skills.
- Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring.
- Currently have, or be in the process of obtaining, a Master’s degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 1 year of experience in quantitative analytics.
- At least 1 year of experience in statistical or econometric modeling.
- At least 1 year of experience in linear and logistic regression.
- At least 1 year of experience in programming in R, Python, or SQL.
- At least 1 year of experience presenting statistical concepts and research results to a non-statistical audience.
- At least 1 year of experience in at least 3 of the following: Survival analysis modeling, Time-series analysis, Panel data (longitudinal data or cross-sectional time-series data) analysis, Cross-sectional data analysis, Machine learning, Analysis and management of large datasets (>1M records).
Nice To Haves
- 2 years of experience with Python, R, or other statistical analyst software.
Responsibilities
- Partner with various lines of business to develop and enhance Capital Markets modeling and analytical frameworks, such as derivatives models and fixed income models.
- Create novel analytical solutions to challenging business problems across Capital One entities.
- Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies.
- Collaborate within a cross-disciplinary team to build cloud-based solutions grounded in data.
- Identify opportunities to apply quantitative methods or machine learning to improve business performance.
- Apply deep expertise in mathematics, statistical, and machine learning methods to generate critical insights and decision frameworks for our business and customers.
- Provide technical guidance to business leadership.
- Communicate technical subject matter clearly and concisely to individuals from various backgrounds.
- Understand and navigate Risk Management Software to enable business analysis.
Benefits
- Comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.
- Performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI).
- Sponsorship for employment authorization.
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What This Job Offers
Job Type
Full-time
Career Level
Senior
