Jobs at Capital One – Senior Quantitative Analyst

Website Capital One

Job Description:

As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.

Job Responsibilities:

  • Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies.
  • Work across Capital One entities to create novel analytical solutions to the challenging business problems.
  • Identify opportunities to apply quantitative methods or machine learning to improve business performance.
  • Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data.
  • Partner with the various lines of business to enhance modeling and analytical framework.

Job Requirements:

  • 1 years’ experience in machine learning
  • Knowledge of derivative instruments and experience with derivatives modeling.
  • 1 years’ experience with Python, C++ or R
  • Behavior modeling (prepayment or default) experience for complex fixed income products or loans (mortgage/auto/card)
  • At least 1 year of programming experience.
  • 1 year of experience manipulating and analyzing large data sets
  • Master’s Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline.
  • Bachelor’s Degree plus at least 5 years of experience in data analytics, or Master’s Degree plus at least 1 year of experience in data analytics,
  • financial modeling or econometric modeling (can include Graduate School Research work).
  • 2 years’ experience with data analysis and SQL

Job Details:

Company: Capital One

Vacancy Type: Full Time

Job Location: McLean, VA, US

Application Deadline: N/A

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