Principal Quantitative Analyst - Global Finance
Core
Develop and enhance Capital Markets modeling and analytical frameworks (derivatives, fixed income) using quantitative methods, machine learning, and cloud computing to solve complex business problems and drive financial insights.
Role type
Principal Quantitative Analyst (Capital Markets/Finance)
Builds
Derivatives models, fixed income models, and cloud-based analytical solutions for Capital One's Finance organization.
Domain
Global Finance / Capital Markets
Deliverable
production ML models | product features
Required skills
Quantitative modeling, statistical/econometric modeling, linear and logistic regression, machine learning, Python, R, SQL, large dataset analysis (>1M records), survival analysis, time-series analysis, panel data analysis, cross-sectional data analysis
Preferred skills
Advanced Python/R statistical software usage, extensive large data manipulation experience
Technologies
Python, R, SQL, Cloud computing platforms, Risk Management Software
Responsibilities
Partner with lines of business to develop derivatives and fixed income models; create novel analytical solutions for challenging business problems; apply quantitative methods and automation to improve business performance; collaborate on cross-disciplinary cloud-based data solutions; provide technical guidance to business leadership; own the full model development lifecycle from conceptualization to monitoring.
Seniority
Principal, hands-on IC with strategic impact
