Capital One is looking to disrupt the credit card industry and financial services by leveraging data-driven decision-making, cloud computing, and machine learning technologies to unlock opportunities that help everyday people save money, time, and agony in their financial lives. The Quantitative Analyst will develop behavior and valuation models for balance sheet portfolios, ranging from investment securities to derivatives and fixed income products, to support a winning strategy in a continually changing business environment.
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 clearly communicate modeling results to a wide range of audiences.
- Drive to develop and maintain high quality and transparent model documentation.
- Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring.
- 1+ year of experience with Python, R or other statistical analyst software
- 2+ years of experience with data analysis
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.
- Providing technical guidance to business leadership.
Other
- Strong written and verbal communication skills.
- Strong presentation skills.
- 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 (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 5 years of experience performing data analytics OR 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 3 years of experience performing data analytics OR A PHD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field)
- Master’s Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline.
- 1+ year of experience manipulating and analyzing large data sets.
