Senior Quantitative Analyst - Global Finance

Senior Quantitative Analyst – Global Finance

As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock big opportunities that help everyday people save money, time, and improve their financial lives.

• Partner with the various lines of business to develop and enhance Capital Markets modeling and analytical framework, such as derivatives models and fixed income models.
• Work across Capital One entities to create novel analytical solutions to challenging business problems.
• Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies.
• Collaborate in a cross‑disciplinary team to build cloud‑based solutions grounded in data.
• 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.

• 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 has, or is in the process of obtaining one of the following (degree will be obtained on or before the scheduled start date):
  • 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 each of the following skills through education or experience:
  • Statistical or econometric modeling
  • Linear and logistic regression
  • Programming in R, Python or SQL
  • Presenting statistical concepts and research results to a non‑statistical audience
• At least 1 year of experience in at least 3 of the following skills:
  • 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)

• 2 years of experience with Python, R or other statistical analyst software

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well‑being.

This role is also eligible to earn performance‑based incentive compensation, which may include cash bonus(es) and/or long‑term incentives (LTI).

Capital One is an equal‑opportunity employer (EOE, including disability/vet) committed to non‑discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug‑free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23‑A of the New York Correction Law;
San Francisco, California Police Code Article 49, Sections 4901‑4920;
New York City’s Fair Chance Act;
Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.