- Capital One (Mclean, VA)
- …can range from investment securities, retail and commercial deposits, mortgage loans, derivatives , and other fixed income products. Successful candidates ... Principal Quantitative Analyst - CMA Predictive Analytics At Capital One...Markets modeling and analytical framework, such as deposit predictions, derivatives models and fixed income … more
- Fannie Mae (Reston, VA)
- …to one or more areas within credit, interest rate, counterparty credit risk, and/or fixed income valuation in the financial services industry * Expertise in ... and interest rate, financial valuation of finance assets and derivatives , economic capital, and stress testing. In this role,...IMPACT YOU WILL MAKE* The *Model Risk Business Intelligence Analyst Lead* role will offer you the flexibility to… more
- Capital One (Mclean, VA)
- …+ Bachelor's degree in Finance, Economics or Mathematics + 3+ years of experience in Fixed Income Markets, preferably in IRD space + 5+ years of experience ... seeking to manage their own interest rate risk via interest rate derivatives . Responsibilities Include: Candidate will support Treasury's ALM Derivatives Trading… more
- Capital One (Mclean, VA)
- …to help enhance deep learning model architecture and develop and deploy fixed income valuation systems using modern platforms. **Responsibilities** + Advanced ... in the world of data-driven decision-making. As a Quantitative Analyst at Capital One, you'll be part of a...develop, enhance, and deploy advanced finance models, such as fixed income models (eg, mortgage prepayment). +… more
- Capital One (Mclean, VA)
- …of experience in Options and Derivatives Analysis + 5+ years of experience in Fixed Income Modeling and Econometric Modeling + 2+ years of experience in ... or other quantitative field of study + Chartered Financial Analyst (CFA) license, or Certified Treasury Professional (CTP) license,...Fixed Income Analysis + 3+ years of...Fixed Income Analysis + 3+ years of people management experience… more