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Capital One Manager Quantitative Analysis - Credit Risk Ratings 
United States, Virginia, Arlington 
638963621

Yesterday
Manager, Quantitative Analysis - Credit Risk Ratings

Responsibilities and Skills:

  • Lead a team of quantitative analysts to enhance modeling of Commercial Volumes (balances, originations, prepayments)

  • Partner with business experts and modelers in Finance, Risk, and Commercial Bank to deliver a coherent and cohesive suite of models to support finance outlook and project components of the Pre-provision Net Revenue

  • Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies

  • Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data and defensible assumptions

  • Work effectively with challenge functions to ensure prompt and comprehensive support

  • Effectively communicate technical subject matter to individuals from various backgrounds both verbally and through written materials


Successful candidates would possess:

  • Strong understanding of quantitative analysis methods in relation to financial institutions

  • Demonstrated track-record in statistical-learning and econometric analysis

  • Desire to remain on the leading edge of analytical technology with a passion for finding value in the newest and most innovative tools

  • Strong coding skills in R or Python and drive to create efficient, accurate, and maintainable code with best practices

  • Ability to clearly communicate modeling results and recommendations to senior leaders and maintain high standards of documentation

  • Intellectual curiosity and a drive to produce best estimates that balance confidence and uncertainty

  • Reverence for processes, controls, governance, and infrastructure

  • Ability to manage a small team and timely completion of 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:

  • PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines

  • 5+ years of experience in statistical modeling, regression and econometric analysis, or machine learning

  • 4+ years of commercial prepayment, balance, PPNR, and/or credit risk modeling experience

  • 2+ years of experience managing a team of analysts

McLean, VA: $193,400 - $220,700 for Manager, Quantitative AnalysisThis 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.

. 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.