Capital One is looking to solve the problem of forecasting the volume and net interest income of its Commercial Portfolio, which contains an approximately $100B loan portfolio and over $30B of Commercial deposits, by developing and enhancing Commercial Finance modeling and analytical frameworks.
Requirements
- Understanding of quantitative modeling in relation to Commercial loan portfolio and deposit behaviors
- Extensive experience in Python or other object-oriented language
- Ability to clearly communicate modeling results to a wide range of audiences
- Ability to collaborate effectively with cross-functional partners and contribute as a supportive team player
- Drive to develop and maintain high quality and transparent model documentation
- Deep knowledge of Commercial products, financial statements and balance sheet management
- Experience with data analysis, Python, R or other statistical analyst software, and manipulating and analyzing large data sets
Responsibilities
- Partner with the various lines of business to develop and enhance Commercial Finance modeling and analytical framework, such as loan/deposit balance forecasting, loan/deposit spread models and revenue forecasting
- Work across Capital One entities to create novel analytical solutions to challenging business problems
- Identify opportunities to apply quantitative and analytical methods including time series modeling, statistical regression, machine learning algorithms, and simulations to generate critical insights and decision frameworks for our business and customers
- Identify opportunities to apply automation solutions to improve business performance and process efficiencies
- Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data
- Provide technical guidance to business leadership
- Communicate technical subject matter clearly and concisely to individuals from various backgrounds
Other
- Currently has, or is in the process of obtaining a Bachelor's Degree in a quantitative field plus 3 years of experience performing data analytics
- Strong written and verbal communication skills
- Strong presentation skills
- Ability to own the model development process from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring
- Capital One will consider sponsoring a new qualified applicant for employment authorization for this position
