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Principal Quantitative Analyst

Capital One


Location:
McLean, VA
Date:
09/20/2017
2017-09-202017-10-19
Job Code:
capitalone2-R34037
Categories:
  • Financial Services
  • Management
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Job Details

Company Capital One

Job Title: Principal Quantitative Analyst

JobID: capitalone2-R34037

Location: McLean, VA, 22106, USA

Description: 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.



Principal Quantitative Analyst



Capital One is one of world’s largest, most analytically sophisticated financial service providers. Our growing Fortune 500 company is known for giving affordable access to credit to tens of millions of customers worldwide. We also provide auto, home and business loans, plus banking and other financial services.



Expertise in quantitative analysis is central to our success in all these markets. Our 100+ modelers thrive in a culture of mutual respect, excellence and innovation. We have several opportunities available for top-notch quantitative professionals.



This position is part of Capital One’s Risk Management division. Successful candidates will partner cross-functionally with business throughout the company to deliver breakthrough analytical solutions to support a winning strategy in a continually changing business environment.



Responsibilities:



+ Development, enhancement and implementation of statistical and other quantitative models to support loss forecasting, Basel and economic capital calculations, and other business applications

+ Understanding technical issues in econometric and statistical modeling and applying these skills toward solving business problems

+ Full ownership of the model development process: from conceptualization through data exploration, model selection and validation, implementation, business user training

+ Monitoring statistical model performance and providing technical guidance to business leadership

+ Identifying opportunities to apply quantitative methods to improve business performance

+ Communicating technical subject matter clearly and concisely to individuals from various backgrounds



Basic Qualifications:



+ Master’s degree

+ At least 1 year of experience in econometric or statistical modeling

+ At least 1 year of experience with large scale data analysis

+ At least 1 year of experience with SAS, R, or Python



Preferred Qualifications:



+ PhD in Econometrics, Statistics, Mathematics or related field of study

+ Proficiency in key econometric and statistical techniques (such as predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, data mining methods)

+ 2+ years of experience with SAS, R, or Python

+ 2+ years of experience with large scale data analysis

+ Background and experience in consumer or commercial risk, especially scoring, and forecasting models

+ Ability to communicate effectively and influence others



Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.



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.                                               


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