Capital One
Financial Services
SeniorAssociate,QuantitativeAnalyst-MLRO
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“Senior Associate, Quantitative Analyst - MLRO at Capital One. Skills: Quantitative analysis, Machine learning, Statistical modeling, Econometric analysis, Risk modeling. Developing market and counterparty credit risk models for the Capital Markets line of business. Enhance modeling and analytical framework”
What You'll Achieve.
Enabling continued prudent growth of the Commercial Bank and other trading activity; Outputs of these models will be used in hedging trading risks, stress testing, risk-weighted assets, and limits monitoring; Improve business performance and process efficiencies
Industry & Context.
Analytical framework; Quantitative methods; Automation solutions; Challenging business problems
What They're Looking For.
Must Have
Master's degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 1 year of experience in quantitative analytics, Statistical or econometric modeling, Linear and logistic regression, Programming in R, Python or SQL, Presenting statistical concepts and research results to non-statistical audience, Survival analysis modeling, Time-series analysis, Panel data (longitudinal data or cross-sectional time-series data) analysis, Cross-sectional data analysis, Machine learning, Analysis and management of large datasets (>1M records)
Nice to Have
2 years of experience with Python, R or other statistical analyst software
What You'll Do.
Developing market and counterparty credit risk models for the Capital Markets line of business
Enhance modeling and analytical framework
Create novel analytical solutions to challenging business problems
Apply quantitative methods and automation solutions to improve business performance and process efficiencies
Build cloud-based solutions grounded in data
Apply quantitative methods to improve business performance
Provide technical guidance to business leadership
Communicate technical subject matter clearly and concisely to individuals from various backgrounds
Own the model development process: from conceptualization through data exploration
business user training
How You'll Work.
Team & Collaboration
Partner with the various lines of business; Work across Capital One entities; Collaborate in a cross-disciplinary team
Communication Scope
Communicate technical subject matter clearly and concisely to individuals from various backgrounds; Ability to clearly communicate modeling results to a wide range of audiences; Written and verbal communication skills
Full Job Description
Senior Associate, Quantitative Analyst - MLRO 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 works on developing market and counterparty credit risk models for the Capital Markets line of business. These models are critical to enabling continued prudent growth of the Commercial Bank and other trading activity. The outputs of these models will be used in hedging trading risks, stress testing, risk-weighted assets, and limits monitoring. **Responsibilities and Skills:** * Partner with the various lines of business to enhance modeling and analytical framework. Particularly focused on Value-at-Risk (VaR), Greeks (sensitivities), Potential Future Exposure (PFE), and Credit Value Adjustment (CVA) * 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 to improve business performance * Providing technical guidance to business leadership * Communicate technical subject matter clearly and concisel
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