Principal Associate, Quantitative Analysis - Investment Portfolio Team
Capital One
Principal Associate, Quantitative Analysis - Investment Portfolio Team
Job Description
Overview
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 offers a unique opportunity to be a part of the dynamic Finance organization at Capital One. The Finance organization has been on a technology journey seeking to find ways to leverage technology to drive deeper insights and make the complex simple. We are looking for candidates to help enhance deep learning model architecture and develop and deploy fixed income valuation systems using modern platforms.ResponsibilitiesAdvanced Model Development: Partner with various lines of business to develop, enhance, and deploy advanced finance models, such as fixed income models (e.g., mortgage prepayment).
AI/ML Innovation: Design and implement novel analytical solutions, applying neural networks, deep learning, and transformer architectures to solve challenging business problems across Capital One entities.
LLM and Agentic Workflows: Identify and execute opportunities to apply Large Language Models (LLMs) and agentic workflows to improve business performance and process efficiencies.
End-to-End ML Ownership: Take full ownership of the end-to-end ML model development and deployment process, from conceptualization and data engineering through model development, validation, and production deployment.
Cloud-Based Solutions: Collaborate with a cross-disciplinary team to build and scale cloud-based solutions using modern platforms like Kubernetes and Kubeflow.
Quantitative Strategy: Identify opportunities for quantitative methods and automation solutions to enhance business performance and optimize complex financial processes.
Communication & Collaboration: Clearly and concisely communicate complex technical subject matter and critical insights to a diverse audience, including executive stakeholders.
Deep understanding of quantitative modeling in relation to finance 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
Knowledge of derivative instruments and experience with derivatives modeling
Behavior modeling (prepayment or default) experience for complex fixed income products or loans (mortgage/auto/card)
Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date:
A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 5 years of experience performing data analytics
A 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 3 years of experience performing data analytics
A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field)
Master’s Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline
At least 5 years of experience in Python
At least 2 years of experience in machine learning
At least 1 year of experience with data analysis and SQL
At least 1 year of hands-on model deployment experience
At least 1 year of experience developing agentic workflows
At least 1 year of experience using, fine-tuning, and deploying Large Language Models (LLMs)
Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.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.comCapital 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).
Locations
- McLean, Virginia McLean, VirginiaMcLean
Salary
50,000 - 85,000 USD / yearly
* This is an estimated range based on market data and may vary based on experience and qualifications.
Skills Required
- Quantitative modelingintermediate
- Python programmingintermediate
- Machine learningintermediate
- Deep learning and neural networksintermediate
- Large Language Models (LLMs)intermediate
- SQLintermediate
- Cloud computing (Kubernetes, Kubeflow)intermediate
Required Qualifications
- Bachelor's Degree in quantitative field plus 5 years data analytics experience (experience)
- Master's Degree in quantitative field or MBA with quantitative concentration plus 3 years data analytics experience (experience)
- PhD in quantitative field (experience)
- At least 5 years of experience in Python (preferred) (experience)
- At least 2 years of experience in machine learning (preferred) (experience)
Responsibilities
- Develop, enhance, and deploy advanced finance models such as fixed income models
- Design and implement AI/ML solutions using neural networks and transformer architectures
- Apply LLMs and agentic workflows to improve business performance
- Take end-to-end ownership of ML model development and deployment
- Build and scale cloud-based solutions using modern platforms
- Communicate complex technical insights to diverse audiences including executives
Benefits
- general: Comprehensive, competitive, and inclusive set of health, financial and other benefits
Answer 10 quick questions to check your fit for Principal Associate, Quantitative Analysis - Investment Portfolio Team @ Capital One.
Related Books and Jobs
Principal Associate, Quantitative Analysis - Investment Portfolio Team
Capital One
Principal Associate, Quantitative Analysis - Investment Portfolio Team
Job Description
Overview
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 offers a unique opportunity to be a part of the dynamic Finance organization at Capital One. The Finance organization has been on a technology journey seeking to find ways to leverage technology to drive deeper insights and make the complex simple. We are looking for candidates to help enhance deep learning model architecture and develop and deploy fixed income valuation systems using modern platforms.ResponsibilitiesAdvanced Model Development: Partner with various lines of business to develop, enhance, and deploy advanced finance models, such as fixed income models (e.g., mortgage prepayment).
AI/ML Innovation: Design and implement novel analytical solutions, applying neural networks, deep learning, and transformer architectures to solve challenging business problems across Capital One entities.
LLM and Agentic Workflows: Identify and execute opportunities to apply Large Language Models (LLMs) and agentic workflows to improve business performance and process efficiencies.
End-to-End ML Ownership: Take full ownership of the end-to-end ML model development and deployment process, from conceptualization and data engineering through model development, validation, and production deployment.
Cloud-Based Solutions: Collaborate with a cross-disciplinary team to build and scale cloud-based solutions using modern platforms like Kubernetes and Kubeflow.
Quantitative Strategy: Identify opportunities for quantitative methods and automation solutions to enhance business performance and optimize complex financial processes.
Communication & Collaboration: Clearly and concisely communicate complex technical subject matter and critical insights to a diverse audience, including executive stakeholders.
Deep understanding of quantitative modeling in relation to finance 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
Knowledge of derivative instruments and experience with derivatives modeling
Behavior modeling (prepayment or default) experience for complex fixed income products or loans (mortgage/auto/card)
Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date:
A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 5 years of experience performing data analytics
A 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 3 years of experience performing data analytics
A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field)
Master’s Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline
At least 5 years of experience in Python
At least 2 years of experience in machine learning
At least 1 year of experience with data analysis and SQL
At least 1 year of hands-on model deployment experience
At least 1 year of experience developing agentic workflows
At least 1 year of experience using, fine-tuning, and deploying Large Language Models (LLMs)
Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.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.comCapital 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).
Locations
- McLean, Virginia McLean, VirginiaMcLean
Salary
50,000 - 85,000 USD / yearly
* This is an estimated range based on market data and may vary based on experience and qualifications.
Skills Required
- Quantitative modelingintermediate
- Python programmingintermediate
- Machine learningintermediate
- Deep learning and neural networksintermediate
- Large Language Models (LLMs)intermediate
- SQLintermediate
- Cloud computing (Kubernetes, Kubeflow)intermediate
Required Qualifications
- Bachelor's Degree in quantitative field plus 5 years data analytics experience (experience)
- Master's Degree in quantitative field or MBA with quantitative concentration plus 3 years data analytics experience (experience)
- PhD in quantitative field (experience)
- At least 5 years of experience in Python (preferred) (experience)
- At least 2 years of experience in machine learning (preferred) (experience)
Responsibilities
- Develop, enhance, and deploy advanced finance models such as fixed income models
- Design and implement AI/ML solutions using neural networks and transformer architectures
- Apply LLMs and agentic workflows to improve business performance
- Take end-to-end ownership of ML model development and deployment
- Build and scale cloud-based solutions using modern platforms
- Communicate complex technical insights to diverse audiences including executives
Benefits
- general: Comprehensive, competitive, and inclusive set of health, financial and other benefits
Answer 10 quick questions to check your fit for Principal Associate, Quantitative Analysis - Investment Portfolio Team @ Capital One.
Related Books and Jobs