Description
As a Principal Quantitative Analyst at Capital One, you'll be part of a team that's leading the next wave of disruption in the finance industry, using cloud computing and machine learning technologies to unlock big opportunities and help everyday people save money, time, and agony in their financial lives.
Responsibilities:
- Partner with business lines to develop and enhance Capital Markets modeling and analytical frameworks, such as derivatives models and fixed income models.
- Create novel analytical solutions to challenging business problems across Capital One entities.
- 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 the business and customers.
- Provide technical guidance to business leadership and communicate technical subject matter clearly and concisely to individuals from various backgrounds.
- Understand and navigate Risk Management Software to enable business analysis.
Requirements:
- 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 3 years of experience in quantitative analytics.
- PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) also considered.
- At least 3 years of experience in each of the following skills: statistical or econometric modeling, linear and logistic regression, programming in R, Python or SQL, and presenting statistical concepts and research results to non-statistical audiences.
- At least 3 years of experience in at least 3 of the following skills: survival analysis modeling, time-series analysis, panel data analysis, cross-sectional data analysis, machine learning, and analysis and management of large datasets (>1M records).
Preferred Qualifications:
- 4 years of experience with Python, R or other statistical analyst software.
- 4 years of experience manipulating and analyzing large data sets.
Salary: McLean, VA: $161,800 - $184,600 per year.
Benefits: Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.