Senior Quantitative Analyst – Credit Risk & ML Cloud Apps

Capital One; New York (NY); Sur place; USD 148 000 - 169 000; Plein temps

Résumé du poste

Capital One is seeking a Quantitative Analyst in New York, NY to develop credit risk models, apply ML and econometric methods, and deploy cloud-based solutions. You will collaborate with business analysts, ensure model governance, and present insights to non-technical audiences while advancing model performance and automation.

Strong Python/SQL experience required, plus hands-on data analysis and communication skills. Eligible for performance incentives and comprehensive benefits.

Qualifications

• Master’s degree in a quantitative field or MBA with quantitative concentration plus 1 year of experience.
• 1 year of experience in statistical or econometric modeling and in regression techniques.
• Proficiency in Python/SQL/R and ability to present statistical concepts to non-statistical audiences.

Responsabilités

• Develop credit risk models for internal risk rating, loss forecasting, stress testing, and pricing for Structured Products.
• Collaborate with business analysts to enhance modeling frameworks and insights.
• Identify opportunities to apply quantitative methods and automation to improve model performance.
• Work with data infra teams to build cloud-based solutions for deployment and monitoring.
• Support model governance with clear documentation and effective communication.

Connaissances

Python

R

SQL

Statistical modeling

Communication skills

Formation

Master's degree in a quantitative field

Outils

SQL

Python

Description du poste

Capital One is seeking a Quantitative Analyst in New York, NY to develop credit risk models, apply ML and econometric methods, and deploy cloud-based solutions. You will collaborate with business analysts, ensure model governance, and present insights to non-technical audiences while advancing model performance and automation.

Strong Python/SQL experience required, plus hands-on data analysis and communication skills. Eligible for performance incentives and comprehensive benefits.