Capital One Senior Associate - Quantitative Analyst 

United States, Virginia, Arlington 

697919186

Center 2 (19050), United States of America, McLean, Virginia Senior Associate - Quantitative Analyst

As a Principal Associate of Quantitative Analysis within the Model Risk Office, you will be part of the validation team responsible for balance sheet forecasting and economic stress test models used to determine capital requirements for Capital One's balance sheet items, including commercial and consumer loans. Validations cover all aspects of model development and performance and include forward-looking advancements in modeling capabilities and quality. With a network of over 500 quantitative analysts, data scientists and statisticians, we’ve created a dynamic environment with ample opportunities for learning and growth.

Responsibilities and Skills:

• Partner with various lines of business to enhance modeling and analytical framework

• 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 business performance

• Apply deep expertise in econometric, 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 a wide range of audiences

Successful candidates will possess:

• Strong understanding of quantitative analysis methods in relation to financial institutions

• Experience utilizing model estimation tools

• 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

• Proficiency in key econometric and statistical techniques (predictive modeling, OLS regression, panel data models, design of experiments, decision trees, machine learning methods)

Basic Qualifications:

• Currently has, or is in the process of obtaining a Bachelor’s Degree plus at least 5 years of experience in data analytics, or currently has, or is in the process of obtaining a Master’s Degree plus at least 1 year of experience in data analytics, financial modeling or econometric modeling (can include Graduate School Research work) with an expectation that required degree will be obtained on or before the scheduled start date

Preferred Qualifications:

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

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

• 2 years of experience with data analysis

• 1 year of experience manipulating and analyzing large data sets

• 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)

. 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.