Senior Quantitative Finance & Modeling Lead

Capital One Group; McLean (VA); On-site; USD 162,000 - 185,000; Full time

Job summary

Capital One is seeking a Principal Quantitative Analyst to help advance finance-wide data-driven decision making. This role involves developing and implementing quantitative models for Capital Markets, including derivatives and fixed income, and delivering cloud-based analytical solutions across the organization.

The position requires deep expertise in statistics and machine learning, strong programming in Python/R/SQL, and the ability to communicate complex results to diverse stakeholders.

Qualifications

• Requires Master’s degree in a quantitative field or an MBA with quantitative concentration plus 3 years of quantitative analytics experience.
• PhD in quantitative field also acceptable.
• At least 3 years of experience in statistical/econometric modeling and related techniques.
• Experience in multiple: survival analysis, time-series, panel data, cross-sectional analysis, machine learning, and handling large datasets.

Responsibilities

• Partner with lines of business to develop and enhance Capital Markets modeling and analytical framework, including derivatives and fixed income models.
• Collaborate across Capital One entities to create novel analytical solutions.
• Apply quantitative methods and automation to improve performance and efficiency.
• Communicate technical results to non-technical audiences.

Skills

Statistical modeling

Econometric modeling

Linear regression

Logistic regression

Python/R/SQL

Communication of results

Model documentation

Machine learning

Education

Master’s degree in quantitative field

MBA with quantitative concentration + 3 years experience

PhD in quantitative field

Tools

Python

R

SQL

Job description

Capital One is seeking a Principal Quantitative Analyst to help advance finance-wide data-driven decision making. This role involves developing and implementing quantitative models for Capital Markets, including derivatives and fixed income, and delivering cloud-based analytical solutions across the organization.

The position requires deep expertise in statistics and machine learning, strong programming in Python/R/SQL, and the ability to communicate complex results to diverse stakeholders.