Senior Quantitative Analyst - Global Finance

Capital One

McLean, VA, USA
Mclean, va: $135,600 - $154,800; bonus/equity: per...
Quantitative modeling in finance
Derivatives and fixed income models
Python or object-oriented language
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

Job Summary

  • 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.
  • 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.
  • Our modelers thrive in a culture of mutual respect, excellence and innovation.

Matching Summary

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.

Salary

McLean, VA: $135,600 - $154,800; Bonus/Equity: performance based incentive compensation; Benefits: comprehensive, competitive, and inclusive set of health, financial and other benefits

Skills & Requirements

Must-have

  • quantitative modeling in finance
  • derivatives and fixed income models
  • Python or object-oriented language
  • cloud-based solutions
  • machine learning methods
  • model development process ownership

Nice-to-have

  • leading the next wave of disruption
  • culture of mutual respect, excellence and innovation
  • driving deeper market insights
  • making the complex simple

Key Requirements

  • Master's degree in quantitative field or MBA with quantitative concentration plus 1 year experience
  • 1 year experience in statistical or econometric modeling
  • 1 year experience in linear and logistic regression
  • 1 year experience in programming in R, Python or SQL
  • 1 year experience presenting statistical concepts to non-statistical audience
  • 1 year experience in at least 3 of: Survival analysis, Time-series analysis, Panel data analysis, Cross-sectional data analysis, Machine learning, Analysis of large datasets (>1M records)

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter