Capital One Principal Quantitative Modeler 

United States, Virginia, Arlington 

905168107

Principal Quantitative Modeler

In this position, you’ll be part of a team tasked with ushering in the next wave of disruption to predictive modeling - using technology to build & deploy models and solutions leveraging new data sources to provide powerful new insights about our portfolio resilience and opportunities.
Responsibilities and Skills:

• Partner with the 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 individuals from various backgrounds

Successful candidates would possess:

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

• Demonstrated track-record in machine learning and/or econometric analysis

• 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 (such as predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods.)

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:

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

• 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 Riverwoods, IL: $144,200 - $164,600 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.