Principal Quantitative Analyst - Global Finance

Capital One

Mclean, VA, United States
Base: $161,800 - $184,600; bonus/equity: performan...
Capital markets modeling
Derivatives models
Fixed income models
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 dynamic Finance 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

Base: $161,800 - $184,600; Bonus/Equity: performance based incentive compensation; Benefits: comprehensive, competitive, and inclusive set of health, financial and other benefits

Skills & Requirements

Must-have

  • Capital Markets modeling
  • derivatives models
  • fixed income models
  • quantitative methods
  • machine learning
  • Python or object-oriented language

Nice-to-have

  • leading the next wave of disruption
  • technology journey
  • culture of mutual respect
  • excellence and innovation

Key Requirements

  • Master's degree or PhD in quantitative field or MBA with quantitative concentration
  • 3 years of experience in quantitative analytics
  • 3 years of experience in statistical or econometric modeling
  • 3 years of experience in linear and logistic regression
  • 3 years of experience in programming in R, Python or SQL
  • 3 years of experience presenting statistical concepts
  • 3 years of experience in at least 3 of the following: Survival analysis, Time-series analysis, Panel data analysis, Cross-sectional data analysis, Machine learning, Analysis and management of large datasets

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter