Principal Quantitative Modeler - AEA 2021
- Employer
- Capital One
- Location
- McLean, Virginia
- Closing date
- Mar 10, 2021
View more
- Industry
- Financial Services and Banking
- Function
- Finance
- Hours
- Full Time
Job Details
Principal Quantitative Modeler - AEA 2021
Expertise in quantitative analysis is central to our success in all these markets. Our 100+ modelers thrive in a culture of mutual respect, excellence and innovation. We have several opportunities available for top-notch quantitative professionals.
This position is part of Capital One's Risk Management division. Successful candidates will partner cross-functionally with business throughout the company to deliver breakthrough analytical solutions to support a winning strategy in a continually changing business environment.
Responsibilities:
- Work across the entire spectrum of Capital One businesses to create novel analytical solutions to the most challenging business problems
- Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data
- Develop, enhance and implement robust statistical and other quantitative models to support loss forecasting, stress testing, capital management, and other business applications
- Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
- Fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring
- Providing technical guidance to business leadership
- Communicate technical subject matter clearly and concisely to individuals from various backgrounds
Basic Qualifications:
- Master's degree
- At least 1 year of experience in econometric or statistical modeling
- At least 1 year of experience with large scale data analysis
- At least 1 year of experience with R, or Python
Preferred Qualifications:
- PhD in Econometrics, Statistics, Mathematics or related field of study
- Proficiency in key econometric and statistical techniques (such as predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods)
- 2+ years of experience with R, or Python
- 2+ years of experience with large scale data analysis
- Background and experience in consumer or commercial risk, especially scoring, and forecasting models
- Ability to communicate effectively and influence others
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
Company
We Don’t Only Think Big Things—At Capital One, We Do Big Things.
You’re dedicated to your career. You deserve professional satisfaction and personal fulfillment. You belong at Capital One.
Here, every day brings another chance to do impactful work that matters: helping millions of customers confidently manage their money, building stronger communities and delivering truly disruptive tech. You’ll give your all alongside some of the brightest, most resilient people in the industry—and in return, you’ll enjoy the growth opportunities, support, flexibility and benefits you need for an exhilarating life both on and off the job.
Be inspired. Be yourself. That’s #LifeAtCapitalOne.
Creating a Culture of Belonging
At Capital One, we value diversity, inclusion and belonging at our core. We’re building a place of belonging—where everyone can feel seen, heard, valued and free to be their authentic selves. We want to be a place of opportunity—where associates from all backgrounds innovate for our customers and communities, and build meaningful, fulfilling careers.
We endeavor to be a welcoming and inspiring place for all. We seek and embrace diversity. And we’re committed to having a diverse and inclusive workforce, focused on increasing the representation of underrepresented groups, strengthening our culture of inclusion and belonging and harnessing our scale to invest in our communities.
We’re focused on three core principles to advance diversity, inclusion and belonging across Capital One:
Create a culture of belonging where everyone can thrive and innovate
Attract and develop talent from all backgrounds and experiences
Ensure our systems and programs promote fairness and equity
Get a career with more at Capital One. Discover it for yourself today.
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, sexual orientation, gender identity, protected veteran status, disability or other protected status.
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