Capital One Principal Associate Quantitative Analyst - Commercial Credit Modeling Team 

United States, Virginia, Arlington 

368475477

Principal Associate, Quantitative Analyst - Commercial Credit Modeling Team

Responsibilities and Skills:

• Develop credit risk models for various business applications, including internal risk rating, loss forecasting, stress testing, pricing for Commercial Real Estate and Structured Products

• Partner with the business analyst team to enhance modeling and analytical frameworks to generate business insights and drive changes

• Proactively identify opportunities to apply quantitative methods and automation solutions to improve model performance and process efficiencies

• Collaborate with implementation and data infrastructure team to build cloud-based solutions for model deployment, monitoring, and maintenance

• Work effectively with challenge functions to ensure prompt and comprehensive support for model governance

Successful candidates will possess:

• Excellent coding skills in Python (must-have) and/or R (good to have) with self-drive to create accurate, efficient, and organized code using industry best practices

• Hands-on experience utilizing data analysis and visualization packages to gain insights from large datasets

• Deep understanding of quantitative analysis methods with practical considerations under the context of financial institutions and/or commercial bank lending

• Demonstrated track-record in applying statistical, machine learning and/or econometric analysis to solve business problems

• Drive to develop and maintain high quality and transparent model documentation

• Strong communication skills both written and verbal, and storytelling skills for presentations

• Experience with simulation-based modeling approach, stochastic processes, etc

• Appreciation for processes, controls, and good governance

Basic Qualifications:

• Currently has, or is in the process of obtainingone of the followingwith an expectation that the required degree will be obtained on or before the scheduled start date:

  • A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 5 years of experience performing data analytics

  • A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 3 years of experience performing data analytics

  • A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field)

Preferred Qualifications:

• Master’s Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline

• 2 years of experience with data analysis

• 1 year of experience with Python, R or other statistical analyst software

• 1 year of experience manipulating and analyzing large data sets

McLean, VA: $158,600 - $181,000 for Prin Assoc, Quant Analysis New York, NY: $173,000 - $197,400 for Prin Assoc, Quant AnalysisThis role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

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.