Capital One Manager - Quantitative Analysis 

United States, Virginia, Arlington 

299928039

Responsibilities and Skills:

• Partner with the various lines of business to develop and enhance Capital Markets modeling and analytical framework, such as deposit predictions, derivatives models and fixed income models.

• Work across Capital One entities to create novel analytical solutions to 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 mathematics, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers.

• Providing technical guidance to business leadership.

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

• Understand and navigate Risk Management Software to enable business analysis.

Successful candidates would possess:

• 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.

• Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring.

Basic Qualifications:

• Currently has, or is in the process of obtaining a Bachelor’s Degree plus at least 6 years of experience in data analytics, or currently has, or is in the process of obtaining a Master’s Degree plus at least 4 years of experience in data analytics, or currently has, or is in the process of obtaining PhD 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:

• PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines.

• 5+ years of experience in statistical modeling, regression analytics or machine learning.

• 4+ years of credit risk modeling experience for commercial banks (default probability, loss given default, or exposure at default.)

• 2+ years of experience managing a team of analysts.