Capital One Principal Quantitative Analyst - Model Risk 

United States, Virginia, Arlington 

659806158

Center 2 (19050), United States of America, McLean, Virginia Principal Quantitative Analyst - Model Risk

As a Principal Quantitative Analyst within the Model Risk Office, you will be part of the Model Validation Team, working on the validation of 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 200 quantitative analysts and statisticians, 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 statistical, financial, and other quantitative models used in stress testing, interest rate risk, liquidity risk and deposit funding

- Assess the quality and risk of data, 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

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

- Demonstrated track record in financial modeling, machine learning and 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

- Proficiency in key econometric and statistical techniques (such as predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods)

- Extensive experience in Python or other object-oriented language

Basic Qualifications:

- Currently has, or is in the process of obtaining a Bachelor’s Degree plus at least 5 years of experience in data analytics, or currently has, or is in the process of obtaining a Master’s Degree plus at least 3 years in data analytics, financial modeling or econometric modeling (can include Graduate School Research work) or currently has, or is in the process of obtaining PhD with an expectation that required degree will be obtained on or before the scheduled start date

- At least 2 years of experience in data analytics or financial modeling or econometric modeling (can include Graduate School Research work)

Preferred Qualifications:

- Master’s Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline

- 2+ years of experience with data analysis

- 1+ year of experience manipulating and analyzing large data sets

- 1+ year of experience with Python, R or other statistical analyst software

. 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.