Principal Quantitative Analyst - Global Finance

Responsibilities and Skills:

• Partner with the various lines of business to develop and enhance Capital Markets modeling and analytical framework, such as  derivatives models and fixed income models.
• Work across Capital One entities to create novel analytical solutions to 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 or machine learning to improve business performance.
• Apply deep expertise in mathematics, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers.
• Providing technical guidance to business leadership.
• Communicate technical subject matter clearly and concisely to individuals from various backgrounds.
• Understand and navigate Risk Management Software to enable business analysis.

Successful candidates would possess::

• Deep understanding of quantitative modeling in relation to finance, capital markets, derivatives and investment portfolio modeling principles.
• Extensive experience in Python or other object-oriented language.
• Ability to clearly communicate modeling results to a wide range of audiences.
• Drive to develop and maintain high quality and transparent model documentation.
• Strong written and verbal communication skills.
• Strong presentation skills.
• Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring.