Capital One · 6 hours ago
Senior Associate, Quantitative Analyst - MLRO
New York, NY
Full-time
Onsite
Mid, Senior Level
$148K/yr - $169K/yr
3+ years expCapital One is a Fortune 200 company that focuses on data-driven decision-making. As a Quantitative Analyst, you will develop market and counterparty credit risk models for the Capital Markets line of business, enabling prudent growth and managing trading risks.
Financial Services
Responsibilities
Partner with the various lines of business to enhance modeling and analytical framework. Particularly focused on Value-at-Risk (VaR), Greeks (sensitivities), Potential Future Exposure (PFE), and Credit Value Adjustment (CVA)
Work across Capital One entities to create novel analytical solutions to the 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 to improve business performance
Providing technical guidance to business leadership
Communicate technical subject matter clearly and concisely to individuals from various backgrounds
Qualification
Required
Strong understanding of quantitative analysis methods in relation to derivatives
Strong coding skills in modern scripting languages such as .NET or Python
Ability to clearly communicate modeling results to a wide range of audiences
Strong written and verbal communication skills and ability to document analyses for reproducibility
Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring
Demonstrated track-record in econometric analysis
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 3 years of experience performing data analytics or 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 1 year of experience performing data analytics
Preferred
Master's Degree in a highly quantitative field (Statistics, Economics, Mathematics, Financial Engineering, Operations Research or Technology related discipline)
Experience with developing and implementing models using languages (.NET or Python) and working with data using query languages such as SQL
Experience in statistical techniques such as classification, clustering, and regression
Experience working with large-scale, cloud-based coding environments and databases
Benefits
A 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
Daniel Arellano
Senior Vice President, Business Cards and Payments
Justin Burch
Senior Vice President
Recent News
2026-02-03
2026-01-25
Company data provided by crunchbase