Senior Quantitative Analyst
McLean 1 (19050), United States of America, McLean, Virginia
At Capital One, we're building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.
Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.
Senior Quantitative Analyst
Senior Quantitative Analyst position with Capital One Services, LLC in McLean, VA; Multiple positions available:
- Apply mathematical and statistical methods to collect, organize, interpret, and summarize data in the course of the implementation or validation of quantitative models to value and assist with risk measurement on a wide array of business data (e.g. loans, deposits, investments, fixed income securities, mortgages, derivatives, etc.), as well as calculating regulatory and economic capital.
- Develop quantitative models based on statistical and mathematical principles and perform qualitative and quantitative data analysis and reporting applying quantitative, mathematical, and statistical concepts, understanding of fixed income securities, derivatives pricing, and risk methodologies, advanced tools such as VBA, C++, C# or Matlab, and data processing techniques including cash flow forecasting, stochastic calculus, Monte Carlo simulation, lattices/trees, finite differences, advanced statistical modeling (time series and panel data).
- Collect, organize, and analyze large econometric data sets.
- Prepare detailed reports to senior management to be used in business decision making regarding the results of statistical analyses understandable by non-statisticians.
The position requires a Master's Degree or foreign equivalent in Statistics, Economics, Operations Research, Mathematics, Science or a related quantitative field. Position also requires understanding of fixed income securities, derivatives pricing, and risk methodologies; advanced VBA, C++, C# or Matlab; and at least 4 of the following skills: Cash flow forecasting, stochastic calculus, Monte Carlo simulation, lattices/trees, finite differences, advanced statistical modeling (time series and panel data), and presentation of complex statistical concepts and research results to non-statistical audiences. All listed skills can be acquired through education or experience. Must pass company's assessment.
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, race, color, age, national origin, religion, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status prohibited by applicable national, federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.
If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at
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