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.
Provide technical guidance to business leadership.
Communicate technical subject matter clearly and concisely to individuals from various backgrounds.

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.
A 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 in quantitative analytics.
At least 1 year of experience in each of the following skills through education or experience: Statistical or econometric modeling, Linear and logistic regression, Programming in R, Python or SQL, Presenting statistical concepts and research results to non-statistical audience.
At least 1 year of experience in at least 3 of the following skills: Survival analysis modeling, Time-series analysis, Panel data (longitudinal data or cross-sectional time-series data) analysis, Cross-sectional data analysis, Machine learning, Analysis and management of large datasets (>1M records).

Comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being

Senior Associate, Quantitative Analyst – MLRO

Key skills