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Capital One National Association

Senior Quantitative Analyst - Global Finance

Capital One National Association, Mc Lean, Virginia, us, 22107


Center 2 (19050), United States of America, McLean, VirginiaSenior 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 relational databases. Fast-forward a few years, and this innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in 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 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. We are looking for candidates to help in our journey with modeling, analytical, and model implementation skills.Responsibilities and Skills:

Partner with various lines of business to develop and enhance Capital Markets modeling and analytical frameworks, such as deposit predictions, 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.Identify opportunities to apply quantitative methods or machine learning to improve business performance.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 capital markets, such as derivatives, fixed income, and term structure modeling.Extensive experience in Python or other object-oriented languages.Demonstrated track record in machine learning and econometric analysis.Ability to leverage technology to improve existing manual processes.Ability to clearly communicate modeling results to a wide range of audiences.Ability to develop and maintain high quality and transparent model documentation.Proven written and verbal communication skills.Experience in storytelling through presentation skills.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 1 year of experience in data analytics, financial modeling, or econometric modeling (can include Graduate School Research work) with an expectation that the required degree will be obtained on or before the scheduled start date.At least 1 year of programming experience.Preferred Qualifications:

Master’s Degree in Financial Engineering, Statistics, Economics, Mathematics, Operations Research, Financial Mathematics, Finance, Physics, or related disciplines.Deep knowledge of derivative instruments and experience with derivatives modeling.Experience with developing production models or building web applications.3+ years’ experience with Python or other object-oriented languages.1 year experience in machine learning.2 years’ experience with data analysis and SQL.1 year of experience manipulating and analyzing large data sets.1 year of system and/or model implementation.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 the

Capital 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.

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