Quantitative Finance Modeler - ML & Risk Insights

Socket.dev; McLean (VA); On-site; USD 162,000 - 185,000; Full time

Job summary

Capital One is seeking a Quantitative Analyst in McLean, VA to advance finance modeling across deposits, derivatives and fixed income. You will partner with lines of business to build analytic frameworks and deliver cloud-based solutions grounded in data.

The role requires an advanced quantitative degree (Master’s or PhD) or MBA with quantitative focus, 3+ years in statistics, regression, time-series, ML, and proficiency in Python or R and SQL.

Qualifications

• Master's degree or MBA with quantitative concentration and 3+ years in quantitative analytics.
• PhD in a quantitative field is acceptable.
• 3+ years in statistical or econometric modeling.
• 3+ years of linear and logistic regression.
• 3+ years programming in Python, R or SQL.
• 3+ years presenting statistical concepts to non-statistical audiences.
• 3+ years in at least 3 of: survival analysis, time-series, panel data, cross-sectional data, machine learning, large datasets.

Responsibilities

• Partner with various lines of business to develop and enhance Capital Markets modeling and analytical framework.
• Work across Capital One entities to create novel analytical solutions to business problems.
• Identify opportunities to apply quantitative methods and automation to improve performance.
• Collaborate in a cross-disciplinary team to build cloud-based data-driven solutions.
• Apply quantitative methods or ML to improve business performance.
• Develop and maintain model documentation with deep mathematical and ML expertise.
• Communicate technical subject matter clearly to diverse audiences.
• Navigate Risk Management Software to enable business analysis.

Skills

Statistical modeling

Python

R

SQL

Time-series analysis

Regression (linear & logistic)

Machine learning

Large datasets

Education

Master's degree in quantitative field or MBA with quantitative concentration

PhD in quantitative field

Job description

Capital One is seeking a Quantitative Analyst in McLean, VA to advance finance modeling across deposits, derivatives and fixed income. You will partner with lines of business to build analytic frameworks and deliver cloud-based solutions grounded in data.

The role requires an advanced quantitative degree (Master’s or PhD) or MBA with quantitative focus, 3+ years in statistics, regression, time-series, ML, and proficiency in Python or R and SQL.