Capital One · 5 hours ago
Principal Associate, Quantitative Analysis - Investment Portfolio Team
McLean, VA
Full-time
Hybrid
Senior Level, Lead/Staff
$159K/yr - $181K/yr
5+ years expCapital One is a leader in data-driven decision-making and is seeking a Quantitative Analyst to join their Finance organization. The role involves developing advanced finance models, leveraging machine learning technologies, and collaborating on cloud-based solutions to optimize financial processes.
BankingCredit CardsFinanceFinancial Services
Responsibilities
Advanced Model Development: Partner with various lines of business to develop, enhance, and deploy advanced finance models, such as fixed income models (e.g., mortgage prepayment)
AI/ML Innovation: Design and implement novel analytical solutions, applying neural networks, deep learning, and transformer architectures to solve challenging business problems across Capital One entities
LLM and Agentic Workflows: Identify and execute opportunities to apply Large Language Models (LLMs) and agentic workflows to improve business performance and process efficiencies
End-to-End ML Ownership: Take full ownership of the end-to-end ML model development and deployment process, from conceptualization and data engineering through model development, validation, and production deployment
Cloud-Based Solutions: Collaborate with a cross-disciplinary team to build and scale cloud-based solutions using modern platforms like Kubernetes and Kubeflow
Quantitative Strategy: Identify opportunities for quantitative methods and automation solutions to enhance business performance and optimize complex financial processes
Communication & Collaboration: Clearly and concisely communicate complex technical subject matter and critical insights to a diverse audience, including executive stakeholders
Qualification
Required
Deep understanding of quantitative modeling in relation to finance and investment portfolio modeling principles
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
Strong presentation skills
Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring
Knowledge of derivative instruments and experience with derivatives modeling
Behavior modeling (prepayment or default) experience for complex fixed income products or loans (mortgage/auto/card)
Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 5 years of experience performing data analytics; 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 3 years of experience performing data analytics; A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field)
Preferred
Master's Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline
At least 5 years of experience in Python
At least 2 years of experience in machine learning
At least 1 year of experience with data analysis and SQL
At least 1 year of hands-on model deployment experience
At least 1 year of experience developing agentic workflows
At least 1 year of experience using, fine-tuning, and deploying Large Language Models (LLMs)
Benefits
Comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being
Company
Capital One
Capital One is a financial services company that provides banking, credit card, auto loan, savings, and commercial banking services.
10001+ employees
H1B Sponsorship
Capital One has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (723)
2024 (488)
2023 (545)
2022 (909)
2021 (672)
2020 (944)
Funding
Current Stage
Public CompanyTotal Funding
$5.45BKey Investors
Berkshire Hathaway
2025-09-11Post Ipo Debt· $2.75B
2025-01-30Post Ipo Debt· $1.75B
2023-05-15Post Ipo Equity· $954M
Leadership Team
Lo Li
CTO, Managing Vice President Retail Bank
Daniel Arellano
Senior Vice President, Business Cards and Payments
Recent News
Business Wire
2025-12-30
2025-12-29
2025-12-26
Company data provided by crunchbase