Capital One · 9 hours ago
Senior Associate, Quantitative Analyst - Funds Transfer Pricing, CMA
McLean, VA
Full-time
Onsite
Mid, Senior Level
$136K/yr - $155K/yr
3+ years expCapital One is a leader in data-driven decision-making and is seeking a Quantitative Analyst for their Funds Transfer Pricing team. The role involves building and maintaining automated scripts, supporting an effective FTP framework, and collaborating with stakeholders to facilitate financial decision-making.
Financial Services
Responsibilities
Use Python and/or Spark to build and maintain automated scripts that calculate FTP rates
Build and unit test production level code
Support the development of a well-controlled framework to manage the funds transfer pricing infrastructure
Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices
Develop and maintain high quality and transparent documentation
Ensure appropriate governance in our space as it pertains to Enterprise Data standards and Enterprise Risk/Model standards
Collaborate across the team resolve issues in the production processes and understand new strategies and products and their implications to our models
Support cross functional enterprise projects that impact our data sourcing and FTP calculations
Qualification
Required
Excellent coding skills in Python (must-have) and/or R (good to have) with self-drive to create accurate, efficient, and organized code using industry best practices
Hands-on experience utilizing data analysis and visualization packages to gain insights from large datasets
Deep understanding of quantitative analysis methods with practical considerations on generating robust predictive forecasts within the context of financial institutions and/or commercial bank lending
Demonstrated track-record in applying statistical, machine learning and/or econometric analysis to solve business problems
Drive to develop and maintain high quality and transparent model documentation
Strong communication skills both written and verbal, and storytelling skills for presentations
Experience with simulation-based modeling approach, stochastic processes, etc
Appreciation for processes, controls, and good governance
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
2+ years of banking experience within a treasury or balance sheet management function
3+ years of experience in financial analysis & modeling
2+ years of experience with AWS
2+ years of experience with Spark and SQL
Proficiency in Scientific Python ecosystems (such as: Pandas, Polars, NumPy, Dask)
Strong critical thinking and problem solving skills
Benefits
Performance based incentive compensation
Cash bonus(es) and/or long term incentives (LTI)
Comprehensive, competitive, and inclusive set of health, financial and other benefits
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
2026-02-05
Company data provided by crunchbase