Capital One Senior Manager Quantitative Analysis - Model Risk Audit 

United States, Virginia, Arlington 

525700461

Senior Manager, Quantitative Analysis - Model Risk Audit

Responsibilities:

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

• Develop alternative model approaches to assess model design and advance future capabilities

• Understand relevant business processes and portfolios associated with model use

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

• Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication; prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management

• Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices

• Develop and maintain high quality and transparent documentation

• Leverage the latest open source technologies and tools to identify areas of opportunity in our existing framework

Successful candidates would possess:

• Demonstrated track-record in modeling and experience utilizing model estimation tools such as Python or R

• Ability to clearly communicate modeling results to management, model risk office, regulator and other modelers

• Drive to continuously improve all aspects of their work in a collaborative fashion

• Experience in machine learning

• Strong communication skills with the ability to quickly understand existing models and new requirements/business needs

• Experience working with Agile development methodologies

• Strong grasp of econometric theory and methodologies

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

Basic Qualifications:

Currently has, or is in the process of obtaining one of the following with 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 7 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 5 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 2 years 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 or regression analytics or machine learning

• 2 years of experience managing a team of analysts

This role is Hybrid, with associates expected to consistently spend three days per week in the office.

McLean, VA: $225,400 - $257,200 for Sr Mgr, Quantitative Analysis Richmond, VA: $204,900 - $233,800 for Sr Mgr, 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.