Onsite Senior Associate, Quantitative Analyst – MLRO

Posted last week

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About the role

  • Quantitative Analyst developing critical risk models for Capital One's Commercial Bank. Collaborating across teams to enhance analytical frameworks and improve business performance.

Responsibilities

  • Partner with the various lines of business to enhance modeling and analytical framework.
  • Particularly focused on Value-at-Risk (VaR), Greeks (sensitivities), Potential Future Exposure (PFE), and Credit Value Adjustment (CVA)
  • Work across Capital One entities to create novel analytical solutions to the 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 to improve business performance
  • Providing technical guidance to business leadership
  • Communicate technical subject matter clearly and concisely to individuals from various backgrounds.

Requirements

  • Strong understanding of quantitative analysis methods in relation to derivatives.
  • Strong coding skills in modern scripting languages such as .NET or Python.
  • Ability to clearly communicate modeling results to a wide range of audiences.
  • Strong written and verbal communication skills and ability to document analyses for reproducibility.
  • Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring.
  • Demonstrated track-record in econometric analysis.
  • 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 analyticsA 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

Benefits

  • Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.

Job title

Senior Associate, Quantitative Analyst – MLRO

Job type

Experience level

Senior

Salary

$135,600 - $154,800 per year

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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