• Senior Quantitative Analyst - Model Developer Jobs in United States Of America

  • United States Of America, Usa
  • Save Job
  • 2 - 5 Years
  • Posted : above 1 month

Job Description:

At Capital One, were 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

Senior Quantitative Analyst - Model Developer

Capital Ones Commercial Bank contains an approximately $100B (exposure) loan portfolio that has grown by virtue of several acquisitions It is a Commercial Portfolio of C&I, CRE, Construction, and various specialty lending As one of its top initiatives, the bank is building and revising its full suite of loss forecasting model for a series of critical processes, such as CCAR and CECL

On any given day youll

Develop CCAR/CECL compliant loss forecasting models for the Commercial Bank
Actively participate in all stages of model development from data collection, model building, model validation, testing and calibration
Design rigorous, scientific approaches to solve problems and address challenges
Understanding technical issues in econometric and statistical modeling and applying these skills toward solving business problems
Creatively utilize knowledge of math and logic to solve problems, and engage in self-driven learning of new methodologies
Collaborate with colleagues to explore new ideas, evaluate optimal strategies, and uphold and assess shared standards for methodology and performance
Communicating technical subject matter clearly and concisely to individuals from various backgrounds
Develop comprehensive model documentation that stands up to Capital One and regulatory standards
Work on various ad hoc quantitative, modeling, and programming assignments using open source programming languages (eg R or Python)

Basic Qualifications

Masters Degree
At least 1 year of experience in econometric or statistical modeling
At least 1 year of experience in R or Python

Preferred Qualifications

2 years experience in Python, R or other programming languages
2 years experience with SQL
Strong verbal and written communication and presentation skills
Experience in underwriting, deal structuring, credit analysis or credit portfolio management
Professional qualifications (CFA, FRM, etc) a plus

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

No agencies please Capital One is an Equal Opportunity Employer committed to diversity and inclusion in the workplace All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status prohibited by applicable national, federal, state or local law Capital One promotes a drug-free workplace Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York Citys Fair Chance Act; Philadelphias Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries

If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodationcapitalonecom All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations

For technical support or questions about Capital Ones recruiting process, please send an email to Careerscapitalonecom

Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site

Capital One Financial is made up of several different entities Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp (COPSSC)

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Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Others - other Industry
Functional Area : IT Software : Software Products & Services
Role : Software Engineer
Salary : As per Industry Standards
Deadline : 17th Feb 2020

Key Skills:

Company Profile:


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