Manager - Quantitative Analysis
Category Data Science
Primary Address New York, New York
OverviewNYC 299 Park Avenue (22957), United States of America, New York, New YorkManager - Quantitative Analysis
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 in Capital One’s Commercial Bank, you’ll be part of a team using modern technology to disrupt, generate insights, and drive critical business planning. The Commercial Bank has a $100B+ loan portfolio that has grown organically and via acquisitions, covering C&I, CRE, and Structured Products.
On this team, you’ll get an opportunity to solve a diverse set of problems, with a diverse set of tools. In some settings, you’ll leverage open source programming or cloud computing to predict outcomes across multi-million record datasets. In other settings, you’ll get the opportunity to use completely different skill sets, blending business thinking with quantitative tools when forecasting rare- or unprecedented events. It’s a growing team, full of exciting opportunities to solve a range of complex problems.
Responsibilities and Skills:
Partner with the various lines of business to enhance modeling and analytical frameworks.
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 and defensible assumptions.
Work effectively with challenge functions to ensure prompt and comprehensive support
Maintain the existing suite of models and tools for accuracy, compliance, and user support
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:
Strong understanding of quantitative analysis methods in relation to financial institutions.
Demonstrated track-record in statistical-learning and econometric analysis.
Ability to clearly communicate modeling results to a wide range of audiences.
Drive to develop and maintain high quality and transparent model documentation.
Excellent coding skills in R or Python and drive to create efficient, accurate, and maintainable code with best practices
Strong written and verbal communication skills.
Strong presentation skills.
Appreciation for processes, controls, and good governance
Ability to manage a small team and complex projects that require cross-team collaboration
Bachelor’s Degree plus at least 6 years of experience in data analytics, or Master’s Degree plus at least 4 years of experience in data analytics, or PhD plus at least 1 year of experience in data analytics, financial modeling or econometric modeling (can include Graduate School Research work)
Ph.D. in Statistics, Econometrics, Mathematics, Financial Engineering, Operations Research or Physics
4-6 years of credit risk modeling experience for commercial bank, such as default probability, loss given default, exposure at default etc.
Experience in underwriting, deal structuring, credit analysis or credit portfolio management would be a plus
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
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 RecruitingAccommodation@capitalone.com. 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 One's recruiting process, please send an email to Careers@capitalone.com
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).
How We Hire
We take finding great coworkers pretty seriously.
Step 1 Apply
It only takes a few minutes to complete our application and assessment.
Step 2 Screen and Schedule
If your application is a good match you’ll hear from one of our recruiters to set up a screening interview.
Step 3 Interview(s)
Now’s your chance to learn about the job, show us who you are, share why you would be a great addition to the team and determine if Capital One is the place for you.
Step 4 Decision
The team will discuss — if it’s a good fit for us and you, we’ll make it official!
How to Pick the Perfect Career Opportunity
Overwhelmed by a tough career choice? Read these tips from Devon Rollins, Senior Director of Cyber Intelligence, to help you accept the right offer with confidence.
Your wellbeing is our priority
Our benefits and total compensation package is designed for the whole person. Caring for both you and your family.
Healthy Body, Healthy Mind
You have options and we have the tools to help you decide which health plans best fit your needs.
Save Money, Make Money
Secure your present, plan for your future and reduce expenses along the way.
Time, Family and Advice
Options for your time, opportunities for your family, and advice along the way. It’s time to BeWell.
Here’s how the team fits together. We’re big on growth and knowing who and how coworkers can best support you.
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