Senior Associate - Quantitative Analytics

Capital One
McLean, Virginia, United States
May 22, 2023
Jun 14, 2023
Full Time
Locations: VA - McLean, United States of America, McLean, Virginia

Senior Associate - Quantitative Analytics

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.

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.

This position offers a unique opportunity to be a part of the modeling and data science team in the dynamic Capital Markets & Analytics (CMA) organization at Capital One. The CMA organization has been on a technology journey seeking to find ways to leverage technology to drive deeper market insights, manage financial risks and make the complex simple. We are looking for candidates to help in our journey with modeling, analytical and/or model implementation skills.

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 the 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 performance of Capital Markets models.

Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation.

Successful candidates would possess:
  • - Deep understanding of quantitative modeling in relation to capital markets, such as derivatives, fixed income & term structure modeling.
  • - Extensive experience in Python or other object-oriented language.
  • - Demonstrated track-record in machine learning and econometric analysis.
  • - Leverage technology to improve existing manual processes
  • - Ability to clearly communicate modeling results to a wide range of audiences.
  • - Drive to develop and maintain high quality and transparent model documentation.
  • - Proven written and verbal communication skills.
  • - Experience in storytelling through presentation skills.

Basic Qualifications:
  • - 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).
  • - At least 1 year of programming experience.

Preferred Qualifications:
  • - Master's Degree in Financial Engineering, Statistics, Economics, Mathematic, Operations Research, Financial Mathematics, Finance, Physics or related disciplines.
  • - Deep Knowledge of derivative instruments and experience with derivatives modeling.
  • - Behavior modeling (prepayment or default) experience for complex fixed income products or loans (mortgage/auto/card)
  • - 2+ years' experience with Python or other object oriented languages
  • - 1 years' experience in machine learning
  • - 2 years' experience with data analysis and SQL
  • - 1 year of experience manipulating and analyzing large data sets
  • - 1 year of system and/or model implementation

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website . Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

No agencies please. Capital One is an Equal Opportunity Employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status prohibited by applicable national, federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at . All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

For technical support or questions about Capital One's recruiting process, please send an email to

Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).

Similar jobs