Principal Quantitative Analyst

Capital One Financial

Confirmed live today Low trust

Quick summary

Work type
On-site
Location
McLean, VA
Salary
$161,800–$184,600 / yr
Employment
Full-time
Posted
67 days ago
Freshness
Confirmed live today

Market check

Salary context

Competitive pay

How this pay compares to similar roles

Similar $164k
This role $173k
$114k $215k
below market most similar roles pay here above market

This role pays more than 57% of similar roles. Most pay $123,600–$205,000 — the blue band above. At the midpoint, this role pays about $173k versus about $164k for comparable roles.

Based on 240 similar postings.

Employer

About Capital One Financial

Capital One Financial is a bank holding company specializing in credit cards, auto loans, banking, and savings products, known for its data-driven approach to consumer and commercial finance. Industry: Financial Services & Banking

Capital One Financial currently has 2107 open roles on FindRole.

Listed pay typically runs $197,300–$225,100 across 1107 roles with salary data.

Most-posted roles

View all roles at Capital One Financial

At a glance

TL;DR · Principal Quantitative Analyst

The Principal Quantitative Analyst - Global Finance joins the Finance organization to develop and enhance Capital Markets modeling and analytical frameworks, specifically focusing on derivatives and fixed income models. This role involves creating novel analytical solutions for challenging business problems, identifying automation opportunities to improve process efficiencies, and building cloud-based solutions grounded in data. The successful candidate will apply deep expertise in mathematics, statistical methods, and machine learning to generate critical insights and decision frameworks. Key technical requirements include proficiency in Python, R, and SQL, along with experience in linear and logistic regression, time-series analysis, survival analysis, and managing large datasets. The position requires navigating Risk Management Software to provide technical guidance and clear communication of complex modeling results to diverse business leadership audiences.

What you'll do

  • Develop and enhance Capital Markets modeling and analytical frameworks, including derivatives and fixed income models.
  • Create novel analytical solutions to solve challenging business problems across various company entities.
  • Identify and implement quantitative methods and automation solutions to improve business performance and process efficiencies.
  • Build cloud-based solutions grounded in data using machine learning and statistical methods.
  • Generate critical insights and decision frameworks for the business and customers using deep mathematical expertise.
  • Own the full model development process from conceptualization and data exploration to validation, deployment, and monitoring.
  • Maintain high-quality and transparent model documentation for all developed projects.
  • Communicate technical modeling results and subject matter clearly to non-technical business leadership and stakeholders.

What we're looking for

  • Hold a Master’s degree in a quantitative field plus 3 years of experience in quantitative analytics.
  • Hold a PhD in a quantitative field.
  • Have at least 3 years of experience in statistical or econometric modeling.
  • Have at least 3 years of experience in linear and logistic regression.
  • Have at least 3 years of experience in programming in R, Python, or SQL.
  • Have at least 3 years of experience presenting statistical concepts and research results to a non-statistical audience.
  • Have at least 3 years of experience in at least 3 of the listed advanced modeling skills, including machine learning or time-series analysis.
  • Have 4 years of experience with Python, R, or other statistical analyst software (preferred).
  • Have 4 years of experience manipulating and analyzing large data sets (preferred).

More like this

Similar roles

Senior Quantitative Analyst

Capital One Financial

McLean, VA 34 days ago $135,600–$154,800
Python R SQL Machine Learning Statistical Modeling Time-series Analysis Logistic Regression Survival Analysis Cloud Computing Data Exploration Quantitative Analysis Econometric Modeling
1+ yrs exp

Principal Quantitative Analyst, Model Risk Office

Capital One Financial

McLean, VA 14 days ago $161,800–$184,600
Python R SQL C++ Machine Learning Statistical Modeling Time-Series Analysis Econometric Modeling Cloud Computing Data Analysis Logistic Regression Survival Analysis Risk Management Software
3+ yrs exp

Principal Associate Quantitative Analyst

Capital One Financial

McLean, VA 68 days ago
Python R SQL Machine Learning Statistical Modeling Time-series Analysis Survival Analysis Logistic Regression Cloud Computing Data Exploration Econometric Modeling Quantitative Analysis
3+ yrs exp

Principal Associate, Quantitative Analysis

Capital One Financial

McLean, VA 90 days ago
Python R SQL Machine Learning Econometric Modeling Time-series Analysis Survival Analysis Logistic Regression Panel Data Analysis Cross-sectional Data Analysis Data Analysis
3+ yrs exp

Principal Associate, Quantitative Analysis

Capital One Financial

New York, NY 18 days ago $145,800–$237,800
Machine Learning Python R SQL Econometric Modeling Time-series Analysis Survival Analysis Logistic Regression Panel Data Analysis Data Analysis
3+ yrs exp