Manager, Quantitative Analysis - Model Risk Audit

Responsibilities:

• Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
• Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools
• 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
• Develop and maintain high quality and transparent documentation
• Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation.
• Successful candidates will 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 (predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods)
• 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 exception that the required degree will be obtained on or before the scheduled start date:
• 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 in quantitative 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 in quantitative analytics
• At least 4 years of experience in each of the following skills through education or experience:
• Statistical or econometric modeling
• Linear and logistic regression
• Programming in R, Python, or SQL
• Presenting statistical concepts and research results to non-statistical audience
• At least 4 years of experience in at least 3 of the following skills:
• Survival analysis modeling
• Time-series analysis
• Panel data (longitudinal data or cross-sectional time-series data) analysis
• Cross-sectional data analysis
• Machine learning
• Analysis and management of large datasets (>1M records)\
• Preferred Qualifications:
• 5 years of experience with Python, R or other statistical analyst software
• 5 years of experience in statistical modeling or regression analytics or machine learning
• At least 2 years of experience in derivative modeling (Fixed income, Commodity, FX or CDS)
• Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
• The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.
• Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.
• Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. 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 RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.
• For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com
• Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.
• Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).