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.
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