Quantitative Analyst

4 weeks ago


New York, New York, United States Capital One Financial Corp Full time
Job Summary

Capital One Financial Corp is seeking a highly skilled Quantitative Analyst to join our Commercial Finance team. As a Quantitative Analyst, you will be responsible for developing and enhancing Commercial Finance modeling and analytical frameworks, working across Capital One entities to create novel analytical solutions, and identifying opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies.

Key Responsibilities
  • Develop and enhance Commercial Finance modeling and analytical frameworks, including loan/deposit balance forecasting, loan/deposit spread models, and revenue forecasting.
  • 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.
  • Apply deep expertise in mathematics, statistical, and machine learning methods to generate critical insights and decision frameworks for our business and customers.
  • Provide technical guidance to business leadership.
  • Communicate technical subject matter clearly and concisely to individuals from various backgrounds.
Requirements
  • Understanding of quantitative modeling in relation to Commercial loan portfolio and deposit behaviors.
  • 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 own the model development process from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring.
  • Deep knowledge of Commercial products, financial statements, and balance sheet management.
Preferred Qualifications
  • Master's Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Finance, Operations Research, Engineering, Physics, or related discipline.
  • At least 3 years of experience with developing and implementing models using modern scripting languages (Python, R, or other statistical languages).
  • At least 3 years of experience in statistical techniques such as regression, root cause analysis, causal inference, classification, and clustering.
  • At least 3 years of experience working with large-scale, cloud-based coding environments and databases (Python, SQL, or other data manipulation languages).
About Capital One

Capital One Financial Corp is a leading financial services company that offers a comprehensive, competitive, and inclusive set of health, financial, and other benefits that support your total well-being. Learn more at the Capital One Careers website.


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