Capital One Senior Quantitative Analyst - Global Finance 

United States, Virginia, Arlington 

131239113

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

Responsibilities and Skills:

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

- Strong interest in capital market analytics, especially in the financial derivatives space.

- 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 financial mathematics, 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:

- 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 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.

. 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.