Capital One is seeking to leverage quantitative analysis and technology to drive deeper insights and simplify complex financial processes across its Finance organization, aiming to improve business performance and customer outcomes.
Requirements
- Deep understanding of quantitative modeling in relation to finance, deposit behaviors, capital markets and investment portfolio modeling principles.
- Extensive experience in Python or other object-oriented language.
- Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring.
- Drive to develop and maintain high quality and transparent model documentation.
- 1 years’ experience with Python, C++ or R.
- 1 year of experience manipulating and analyzing large data sets.
- 1 year of system and/or model implementation.
Responsibilities
- Partner with the various lines of business to develop and enhance Capital Markets modeling and analytical framework, such as deposit predictions, 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.
- Understand and navigate Risk Management Software to enable business analysis.
Other
- Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field plus 5 years of experience performing data analytics, or a Master's Degree in a quantitative field or an MBA with a quantitative concentration plus 3 years of experience performing data analytics, or a PHD in a quantitative field.
- Strong written and verbal communication skills.
- Strong presentation skills.
- Ability to clearly communicate modeling results to a wide range of audiences.
- Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
