Sr Assoc,Quantitative Analysis (USA)-735794
Senior Quantitative Modeler
Senior Quantitative Modeler position with Capital One Services, LLC in McLean, VA; Multiple positions available:
- Apply mathematical and statistical methods to collect, organize, interpret, and summarize econometric data for quantitative modeling projects in support of valuation of risk and other statistical factors affecting business performance.
- Develop quantitative models based on statistical and mathematical principles and perform qualitative and quantitative data analysis and reporting applying quantitative, mathematical, and statistical concepts and data processing techniques including stochastic calculus, Monte Carlo simulation, lattices/trees, finite differences, advanced statistical modeling (e.g. survival analysis, logistic regression, time series and panel data), and multivariate distribution theory and utilizing software tools including SAS, MATLAB, Visual Studio, Teradata or similar statistical or relational database tools, and SQL, to collect, organize, analyze, interpret, and summarize large econometric data sets.
- Prepare detailed reports to senior management regarding the results of statistical analyses, including information in the form of graphs, charts, and tables understandable by non-specialists.
The position requires a Master’s Degree or foreign equivalent in Statistics, Economics, Operations Research, Mathematics, Science or a related quantitative field. Position also requires at least 3 of the following skills acquired through formal education or experience: stochastic calculus; Monte Carlo simulation; lattices/trees; finite differences; advanced statistical modeling (time series and panel data); multivariate distribution theory; SAS; MATLAB; Visual Studio; SQL; Teradata or similar relational database tool; presentation of complex statistical concepts and research results to non-statistical audience.
Must pass company’s assessment.
Job : Quantitative Analytics
Primary Location : United States-Virginia-McLean-Northern VA-McLean Campus (19050)
Schedule : Full-time
Travel : No
Job Posting :
Unposting Date :