• Sr. Quantitative Modeler Jobs in United States Of America - 25673251

  • CAPITAL ONE FINANCIAL SERVICES CLIENT
  • United States Of America, Usa
  • Save Job
  • 1 - 4 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

Sr Quantitative Modeler

The Capital Markets Advanced Analytics team offers a unique opportunity to be part of a dynamic analytics and modeling team focused on developing behavior models for balance sheet portfolios Theses portfolios include retail and commercial deposits, mortgage loans and other fixed income products We are currently looking for candidates with strong modeling and analytical skills This position will work with other quantitative analysts in developing and enhancing the loan or deposit modeling framework to support multiple business purposes in Capital One

Responsibilities and Skills

Support econometric or time series models for the balance sheet management and stress testing
Identify opportunities to apply quantitative methods or machine learning to improve business performance
Strong understanding of fixed income risk measurement;
Demonstrate track record in behavior model development and experience with the model estimation tools such as Python, or R
Ability to clearly communicate models and methods to management, model risk office, regulator and other modelers
Develop and maintain high quality and transparent model documentation

Basic Qualifications

Masters Degree in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Computer Science, Finance or Physics
At least 1 year of experience in statistical or econometric modeling

Preferred Qualifications

Strong behavior modeling experience for complex fixed income products, such as deposits balance attrition, mortgages prepayment or default, etc
Experience in machine learning
Strong communication skills

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 : Teaching/Education
Role : Lecturer/Professor
Salary : As per Industry Standards
Deadline : 15th Jul 2020

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