Senior Quantitative Analyst - Global Finance

Discover Financial
United States
Workplace: OnsiteFull timeUSD 135,600 - 154,800 annuallyFunction: Capital Markets, Trading & QuantExperience: 1+ yearsEducation: mastersSkills: ["Communication","Presenting","Model documentation","Collaboration","Innovation"]

Build and enhance capital markets quantitative modeling frameworks, including derivatives and fixed-income models, to solve complex business problems across Capital One entities. Apply statistical and machine learning methods to generate insights and decision frameworks, and improve performance through automation and cloud-based analytics. Partner with lines of business, provide technical guidance to leadership, and clearly communicate results while owning the full model development lifecycle from data exploration through validation, deployment, training, and monitoring.

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FursaFursa
Discover Financial
Discover Financial
1 day ago

Senior Quantitative Analyst - Global Finance

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Source: Company careers pageValidated by: Fursa AI
Last checked: 14 hours agoStatus: Live
Reposted: similar role first listed 5 months ago

Job Summary

Build and enhance capital markets quantitative modeling frameworks, including derivatives and fixed-income models, to solve complex business problems across Capital One entities. Apply statistical and machine learning methods to generate insights and decision frameworks, and improve performance through automation and cloud-based analytics. Partner with lines of business, provide technical guidance to leadership, and clearly communicate results while owning the full model development lifecycle from data exploration through validation, deployment, training, and monitoring.
Location: United States
Workplace: Onsite
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Mid level

Key Responsibilities

  • •Partner with business lines to develop and enhance capital markets modeling and analytical frameworks, including derivatives and fixed-income models.
  • •Create novel analytical solutions across Capital One entities for challenging business problems.
  • •Apply quantitative methods and automation to improve business performance and process efficiencies.
  • •Collaborate cross-disciplinarily to build cloud-based solutions grounded in data, using quantitative methods and machine learning.
  • •Own the model development lifecycle (conceptualization, data exploration, model selection, validation, deployment, user training, and monitoring) and communicate results to varied audiences.

Pay and Benefits

Salary: USD 135,600 - 154,800 annually

Key Requirements

  • •Master’s degree in a quantitative field (or MBA with quantitative concentration) plus 1 year of experience in quantitative analytics (or degree in progress by the scheduled start date).
  • •At least 1 year of experience with statistical or econometric modeling and linear and logistic regression.
  • •Programming experience in R, Python, or SQL, and ability to present statistical concepts to non-statistical audiences.
  • •At least 1 year of experience in at least 3 of: survival analysis, time-series analysis, panel data analysis, cross-sectional data analysis, machine learning, or managing large datasets (>1M records).
  • •Experience with model documentation, including transparent, high-quality model development from concept through validation, deployment, training, and monitoring.
Experience:1+ years
Education:Master's
Skills:CommunicationPresentingModel documentationCollaborationInnovation
Tech Stack:PythonRSQLCloud computingMachine learningDerivatives modelsFixed income modelsLinear regressionLogistic regressionSurvival analysisTime-series analysisPanel data analysis

Eligibility

Work Authorization:Sponsorship available.

Company Brief

Discover Financial
Provides consumer banking products, credit cards, personal loans, and payment services through the Discover brand. It operates a major U.S. financial network and serves individuals and merchants with lending and digital payment solutions.
Industry: Retail Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 10M to 25M
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Riverwoods, United States
Founded: 1985
WebsiteLinkedIn