Capital One

Senior Associate, Quantitative Analysis Credit Risk


PayCompetitive
LocationNew York/New York
Employment typeFull-Time

This job is now closed

  • Job Description

      Req#: R182670
      NYC 299 Park Avenue (22957), United States of America, New York, New York

      Senior Associate, Quantitative Analysis Credit Risk

      Senior Associate, Quantitative Analysis Credit Risk position with Capital One Services, LLC in New York, NY; Multiple positions available:

      - Lead the application of mathematical and statistical methods to collect, organize, interpret, and summarize econometric data for quantitative modeling projects in support of valuation of risk, capital, and other statistical factors affecting business performance.

      - Develop quantitative models based on statistical and mathematical principles and perform statistical or econometric modeling and qualitative and quantitative data analysis and reporting applying quantitative, mathematical, and statistical concepts and data processing techniques including survival analysis, linear and logistic regression, time series, panel data, decision tree analysis, and multivariate distribution theory and utilizing software tools including R, Python, and SQL.

      - Manage large datasets to collect, organize, analyze, interpret, and summarize large econometric data sets.

      - Prepare detailed reports and presentations to senior management regarding the results of statistical analyses, including information in the form of graphs, charts, and tables understandable by non-specialists.

      Eligible for employee referral program.

      At this time, Capital One will not sponsor a new applicant for employment authorization for this position.

      The position requires a Master’s degree or foreign equivalent in Statistics, Economics, Analytics, Operations Research, Mathematics, Science or a related quantitative field. Position also requires the following skills acquired through education or experience: statistical or econometric modeling; linear and logistic regression; programming in R or Python; presentation of complex statistical concepts and research results to non-statistical audience; and at least 3 of the following skills acquired through education or experience: survival analysis modeling; time-series analysis; SQL; panel data analysis; cross-sectional data analysis; management and manipulation of large datasets (>100K records). Must pass company’s assessment. Position reports to office in New York, NY and requires some onsite attendance. Position may work from home but must reside within commuting distance from the said office. All listed qualifications may or may not be acquired concurrently. Must pass company’s assessment.

      The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

      New York City (Hybrid On-Site):

      $148,000 to $186,700 for Quantitative Analyst

      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.

      This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

      Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website . Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

      This role is expected to accept applications for a minimum of 5 business days.

      No agencies please. Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex (including pregnancy, childbirth or related medical conditions), race, color, age, national origin, religion, disability, genetic information, marital status, sexual orientation, gender identity, gender reassignment, citizenship, immigration status, protected veteran status, or any other basis prohibited under applicable federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

      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.com

      Capital 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).

  • About the company

      Capital One Financial Corporation is an American bank holding company specializing in credit cards, auto loans, banking, and savings accounts, headquartered in McLean, Virginia with operations primarily in the United States.