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 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 cross-disciplinary team to build cloud-based solutions grounded in data.
- 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.
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 concepts and techniques in relation to capital markets, such as derivatives, fixed income & term structure modeling.
- 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.
- 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 5 years of experience in data analytics, or currently has, or is in the process of obtaining a Master's Degree plus at least 3 years in data analytics, or currently has, or is in the process of obtaining PhD with an expectation that required degree will be obtained on or before the scheduled start date.
- At least 2 years of programming experience or financial modeling or econometric modeling (can include Graduate School Research work).
Preferred Qualifications:
- Master's Degree or PhD in Financial Engineering, Financial Mathematics, Operations Research, Finance, Engineering, Statistics, Economics, Mathematics, Physics or related discipline.
- Deep Knowledge of capital market products, derivative instruments and experience with capital markets derivatives modeling.
- At least 3 years of experience with Python or other object oriented languages.
- 1 year of experience manipulating and analyzing large data sets.
- 1 year of experience implementing and monitoring production models.
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.
This role is expected to accept applications for a minimum of 5 business days.No agencies please. Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex (including pregnancy, childbirth or related medical conditions), race, color, age, national origin, religion, disability, genetic information, marital status, sexual orientation, gender identity, gender reassignment, citizenship, immigration status, protected veteran status, or any other basis prohibited under applicable federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.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 RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.
For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com
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Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).