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Capital One Manager Quantitative Analysis - Model Risk Office United States, Virginia, Arlington 352322678
As a Manager Associate, Quantitative Analysis within the Model Risk Office, you will be part of the model validation team, working on the validation of CECL, CCAR stress testing models and Interest Rate and Liquidity Risk Management models. Validations cover all aspects of model development and performance and include forward-looking advancements in model sophistication and quality. You will enhance your technical and analytical skills, while also working closely with business leaders to influence business strategy. With a network of over 500 quantitative analysts and data scientists, we’ve created a dynamic environment with plenty of room for you to learn, grow, and realize your full potential.
Responsibilities and Skills:
Develop and implement validation strategies for models used to support CCAR stress testing process, including, statistical and financial models.
Assess the quality and risk of model methodologies, outputs, and processes.
Develop alternative model approaches to assess model design and advance future capabilities.
Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights in assessing model risks and opportunities.
Communicate clearly and concisely both verbally and through written communication via model validation reports and presentations.
Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies.
Successful candidates would possess:
Strong understanding of quantitative analysis methods in relation to financial institutions.
Demonstrated track-record in econometric analysis.
Experience utilizing model estimation tools.
Ability to clearly communicate modeling results to a wide range of audiences.
Drive to develop and maintain high quality and transparent model documentation.
Strong written and verbal communication skills.
Strong presentation skills.
Appreciation for processes, controls, and good governance.
Ability to manage complex projects that require cross-team collaboration.
Basic Qualifications:
Currently has, or is in the process of obtainingone of the followingwith an expectation that the required degree will be obtained on or before the scheduled start date:
A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 6 years of experience performing data analytics
A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 4 years of experience performing data analytics
A PHD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 1 year of experience performing data analytics
Preferred Qualifications:
Ph.D. in Economics, Statistics, Finance or related disciplines.
Experience in structural model, economic modeling and forecasting.
Experience or related research experience in macroeconomics, international finance, labor market, industrial organization, behavior models and financial modeling.
2 years of experience with Python, R or other statistical analyst software.
2 years of experience manipulating and analyzing large data sets.
. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.
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 . All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.
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