Senior Quantitative Analyst - Global Finance

Overview

At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.

Responsibilities and Skills

• Partner with the various lines of business to develop and enhance Capital Markets modeling and analytical framework, such as 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.
• Provide technical guidance to business leadership.
• Communicate technical subject matter clearly and concisely to individuals from various backgrounds.
• Understand and navigate Risk Management Software to enable business analysis.

Qualifications

• Deep understanding of quantitative modeling in relation to finance, capital markets, derivatives 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.
• Strong written and verbal communication skills.
• Strong presentation skills.
• Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring.

Preferred Qualifications

• 2 years of experience with Python, R or other statistical analyst software.