Capital One Principal Associate - Quantitative Analyst 

United States, Virginia, Arlington 

539772388

Principal Associate - Quantitative Analyst

Responsibilities and Skills:

- Communicate technical subject matter clearly and concisely to individuals from various backgrounds.

- Deep understanding of quantitative modeling in relation to finance, deposit behaviors, capital markets 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.

- Currently has, or is in the process of obtaining
one 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.

- 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.)

- 1 years’ experience with Python, C++ or R.

- 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.

- 1 year of QRM experience.

McLean, VA: $158,600 - $181,000 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.