Senior Quantitative Analyst - Global Finance
AI summary of the role
Develop derivatives and fixed income models for Capital Markets
What you’ll do
- Create novel analytical solutions across Capital One entities
- Apply statistical and machine learning methods to business problems
- Build cloud-based quantitative solutions with cross-disciplinary teams
- Provide technical guidance to business leadership
What you’ll bring
- Master’s in quantitative field or MBA with quantitative concentration + 1 year quantitative analytics experience
- 1+ year statistical/econometric modeling
- 1+ year linear/logistic regression
- 1+ year programming in R, Python or SQL
Technologies
Python · R · SQL · machine learning · cloud computing · Risk Management Software
Source and classification
Internal deployment & tooling · Evidence for this classification:
of the modeling and quantitative analytics team in the dynamic Capital Markets & Analytics (CMA) organization at Capital One. The CMA organization has been on a technology journey seeking to find ways to leverage technology to drive deeper market insights, manage financial risks and make the complex simple. We are looking for candidates to help in our journey with modeling, analytical and model implementation skills. Responsibilities and Skills: - Partner with the various lines of business to develop and enhance Capital Markets modeling and analytical framework, such as 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
More from the job description
Senior Quantitative Analyst - Global Finance At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making. As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives. This position offers a unique opportunity to be a part of the modeling and quantitative analytics team in the dynamic Capital Markets & Analytics (CMA) organization at Capital One. The CMA organization has been on a technology journey seeking to find ways to leverage technology to drive deeper market insights, manage financial risks and make the complex simple. We are looking for candidates to help in our journey with modeling, analytical and model implementation skills. Responsibilities and Skills: - Partner with the various lines of business to d [... source excerpt omitted ...] e 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. Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation. Successful candidates would possess: - Deep understanding of quantitative modeling in relation to [... source excerpt omitted ...] o 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 one of the following with an exception that the required degree will be obtained on or before the scheduled start date: 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 1 year of experience in quantitative analytics At least 1 year of experience in each of the following skills throug
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