Description
As a Principal Quantitative Analyst within the Model Risk Office at Capital One, you will be part of the validation team responsible for balance sheet forecasting and economic stress test models used to determine capital requirements for Capital One's balance sheet items.
Responsibilities:
- Partner with various lines of business to develop and enhance Capital Markets modeling and analytical frameworks.
- 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.
- Provide technical guidance to business leadership and communicate technical subject matter clearly to various audiences.
Requirements:
- Master's degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science) or an MBA with a quantitative concentration, plus 3 years of experience in quantitative analytics.
- PhD in a quantitative field is also acceptable.
- At least 3 years of experience in statistical or econometric modeling, linear and logistic regression, programming in R, Python or SQL, and presenting statistical concepts to non-statistical audiences.
- Experience in survival analysis modeling, time-series analysis, panel data analysis, cross-sectional data analysis, machine learning, and analysis and management of large datasets is preferred.
Benefits:
- Comprehensive and competitive health, financial, and other benefits that support total well-being.
- Performance-based incentive compensation, which may include cash bonuses and/or long-term incentives.
Salary:
- $161,800 - $184,600 per year (for McLean, VA location)