Capital One Senior Quantitative Analyst - Model Risk Audit 

United States, Virginia, Arlington 

776298486

Responsibilities and Skills:

• Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers.

• Communicate technical subject matter clearly and concisely to individuals from various backgrounds.

• Partner with the various lines of business to enhance modeling and analytical framework.

• Work across Capital One entities to create novel analytical solutions to the challenging business problems.

• Identify opportunities to apply quantitative methods, machine learning, and automation solutions to improve business performance and process efficiencies.

• Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data.

Successful candidates would possess:

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

• Demonstrated track-record in 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).

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 1 year 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:

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

• 1 year of experience with Python, R or other statistical analyst software.

• 2 years of experience with data analysis.

• 1 year of experience manipulating and analyzing large data sets.

• 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).