Quantitative developer serp_jobs.h1.location_city

Principal Quantitative Modeler

At Capital One, data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.

As a Quantitative Analyst at Capital One, you'll be part of a team that's leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.

This position is part of Capital One's Credit Risk Management Modeling team. In this team, we use multiple cloud-based open-sourced technologies to develop econometric and machine learning models and analytics to predict and generate insight into Capital One's risk and capital needs. We blend cutting-edge quantitative methods with deep understanding of our business, data, and regulatory environment to build predictive models for credit and operational losses, volumes and outstanding balances in support of loss forecasting, CECL / allowance, stress testing, and capital allocation for Capital One. Our models and analyses inform earnings call prep, vertical resilience and downturn preparedness initiatives.

In this position, you'll be part of a team tasked with ushering in the next wave of disruption to predictive modeling - using technology to build & deploy models and solutions leveraging new data sources to provide powerful new insights about our portfolio resilience and opportunities.

Responsibilities and Skills :

• Partner with the various lines of business to enhance modeling and analytical framework
• 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 or machine learning to improve business performance
• Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
• Provide technical guidance to business leadership
• Communicate technical subject matter clearly and concisely to individuals from various backgrounds

Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation. Successful candidates would possess :

Basic Qualifications :

Preferred Qualifications :

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