Capital One Senior Manager Quantitative Analysis - Model Risk 

United States, Virginia, Arlington 

90233145

Center 1 (19052), United States of America, McLean, Virginia Senior Manager, Quantitative Analysis - Model Risk

Responsibilities and Skills:

• Create credit risk rating models that are robust, intuitive, well-grounded, and that support key decision making

• Collaborate with other credit modeling functions (e.g., ACL, CCAR) to ensure a coherent and cohesive suite of models to forecast losses

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

• Maintain the existing suite of models and tools for accuracy, compliance, and user support

• Manage model development project timelines against the needs and capacity of the team

• Understand technical issues in econometric and statistical modeling and apply these skills toward developing models and assessing model risks and opportunities

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

• 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 statistical-learning and econometric analysis

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

• Consulting experience

• 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 to a wide range of audiences 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 projects that require cross-team collaboration

Basic Qualifications:

• Currently has, or is in the process of obtaining a Bachelor’s Degree plus at least 7 years of experience in data analytics, or currently has, or is in the process of obtaining a Master’s Degree plus at least 5 years of experience in data analytics, or currently has, or is in the process of obtaining PhD plus at least 2 years of experience in data analytics, financial modeling or econometric modeling (can include Graduate School Research work) with an expectation that required degree will be obtained on or before the scheduled start date

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 analytics or machine learning

• 4+ years of credit risk modeling experience (default probability, loss given default, or exposure at default)

• 2+ years of experience managing a team of analysts

. 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.