145 applicants

Company

Original Job Post

Capital One · 3 days ago

Principal Associate - Quantitative Analyst

McLean, VA

Full-time

Onsite

Senior Level

3+ years exp

Wonder how qualified you are to the job?

Maximize your interview chances

BankingCredit Cards

Actively Hiring

Comp. & Benefits

Insider Connection @Capital One

Discover valuable connections within the company who might provide insights and potential referrals, giving your job application an inside edge.

Responsibilities

Partner with the various lines of business to develop and enhance Capital Markets modeling and analytical framework, 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.

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.

Qualification

Find out how your skills align with this job's requirements. If anything seems off, you can easily click on the tags to select or unselect skills to reflect your actual expertise.

Quantitative ModelingPythonObject-Oriented LanguageModel DocumentationModel DevelopmentData ExplorationModel SelectionValidationDeploymentMonitoringProgrammingFinancial ModelingEconometric ModelingProblem-SolvingCommunicationPresentationCapital Market ProductsDerivative InstrumentsModelingScripting LanguagesRSQLStatistical TechniquesClassificationClusteringRegressionNatural Language ProcessingMachine Learning PlatformsScikit-LearnPyTorch

Required

Deep understanding of quantitative modeling in relation to finance, deposit behaviors, capital markets 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.

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

Master’s Degree 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.

Experience with developing and implementing models using modern scripting languages (Python, R or other statistical languages) and working with data using query languages such as SQL.

Experience in statistical techniques such as classification, clustering, regression, and natural language processing.

Experience with machine learning platforms and frameworks (e.g., scikit-learn, PyTorch, Spark, NLTK.)

Experience working with large-scale, cloud-based coding environments and databases.