This role pays less than
55%
of similar roles. Most pay
$119,050–$184,468
— the shaded band above.
At the midpoint, this role pays about
$145k
versus about
$152k
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
889 open roles
on FindRole.
Listed pay typically runs
$197,300–$225,100
across 886 roles with salary data.
Senior Quantitative Analyst - Global Finance joins the Capital Markets & Analytics organization to develop and enhance modeling and analytical frameworks for derivatives and fixed income. This role involves creating novel analytical solutions, identifying automation opportunities to improve business performance, and building cloud-based solutions grounded in data. The successful candidate will manage the entire model development lifecycle, from conceptualization and data exploration through validation, deployment, and monitoring. Key responsibilities include providing technical guidance to leadership and communicating complex results to diverse audiences. Required skills include expertise in mathematics, statistical methods, machine learning, and experience with Python, R, or SQL. The role addresses critical business problems in capital markets by applying quantitative techniques like time-series analysis, survival analysis, and linear or logistic regression to manage financial risks and generate insights from large datasets.
Develop and enhance capital markets modeling frameworks including derivatives and fixed income models.
Create novel analytical solutions to solve complex business problems across various company entities.
Apply quantitative methods and machine learning to improve business performance and process efficiencies.
Build cloud-based solutions grounded in large datasets to provide critical insights for decision-making.
Provide technical guidance and communicate complex modeling results clearly to non-technical stakeholders.
Manage the full model development lifecycle from conceptualization and data exploration to deployment and monitoring.
Maintain high-quality, transparent documentation for all quantitative models and analytical processes.
What we're looking for
Master’s degree in a quantitative field or an MBA with a quantitative concentration plus 1 year of experience in quantitative analytics.
At least 1 year of experience in statistical or econometric modeling, linear/logistic regression, and programming in R, Python, or SQL.
At least 1 year of experience in at least three of the following: survival analysis, time-series, panel data, cross-sectional data, machine learning, or large dataset management.
Deep understanding of quantitative modeling for finance, capital markets, derivatives, and investment portfolio modeling principles.
Extensive experience in Python or another object-oriented language (preferred).
Ability to communicate complex technical results and statistical concepts clearly to non-technical audiences.
Ability to manage the full model development process from conceptualization through deployment and monitoring.
Strong skills in writing, presentation, and creating high-quality, transparent model documentation.
Python
SQL
SAS
R
Spark
Machine Learning
Statistical Modeling
Big Data
Data Analysis
Feature Engineering
Model Governance
Stress Testing
CECL
Portfolio Management
Risk Management