Senior Manager, Quantitative Analysis - Model Risk Office

Overview

At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.

Responsibilities and Skills

• 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.

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 5 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 2 years of experience in quantitative analytics
• At least 5 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 5 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

• 6 years of experience with Python, R or other statistical analyst software
• 6 years of experience in statistical modeling or regression analytics or machine learning
• 2 years of experience managing people