Senior Quantitative Analyst - Global Finance

Capital One National Association; McLean (VA); On-site; USD 136,000 - 155,000; Full time

Job summary

Capital One is seeking a Senior Quantitative Analyst in Global Finance to lead modeling and analytics across Capital Markets. You will develop derivatives and fixed income models, build cloud-based solutions, and collaborate with cross-functional teams to drive data-driven decisions.

The role requires deep mathematical expertise, strong Python experience, and the ability to communicate complex concepts to non-technical stakeholders. A Master’s degree or MBA with quantitative focus is preferred.

Qualifications

• Masters in a quantitative field or MBA with quantitative concentration and 1 year of quantitative analytics experience.
• At least 1 year of experience in statistical or econometric modeling, regression, and programming in R/Python/SQL.
• Experience in three or more of: survival analysis, time-series, panel data, cross-sectional data, machine learning, or large datasets (>1M records).

Responsibilities

• Develop and enhance Capital Markets modeling and analytical framework (derivatives, fixed income).
• Create analytical solutions across Capital One entities.
• Apply quantitative methods and automation to improve performance and efficiency.
• Build cloud-based solutions and communicate results to diverse audiences.

Skills

Quantitative modeling

Python

Communication

Model documentation

ML knowledge

Education

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

Tools

Python

R

SQL

Job description

Senior Quantitative Analyst - Global Finance

At Capital One data is at the center of 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, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.

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 the big opportunities that help everyday people save money, time and agony in their financial lives.

This position offers a unique opportunity to be a part of the modeling and quantitative analytics team in the dynamic Capital Markets & Analytics (CMA) organization at Capital One. The CMA organization has been on a technology journey seeking to find ways to leverage technology to drive deeper market insights, manage financial risks and make the complex simple. We are looking for candidates to help in our journey with modeling, analytical and model implementation skills.

Responsibilities and Skills:

• 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.
• 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.
• Providing 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.

Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation.

Successful candidates would possess:

• 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.

Basic Qualifications:

• Currently has, or is in the process of obtaining one of the following with an exception that the required 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 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)

Preferred Qualifications:

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

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.

McLean, VA: $135,600 - $154,800 for Sr Assoc,Quantitative Analysis

Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.

This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

This role is expected to accept applications for a minimum of 5 business days.

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.

If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at [e-mail]. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

For technical support or questions about Capital One's recruiting process, please send an email to [e-mail].