Senior Manager - Quantitative Analysis - Risk Ratings

Key Skills

Java Programming, Python Programming, SQL, AWS, Scala Programming, R Programming

Job Description

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! Fastforward 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 datadriven decisionmaking.

As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.

The Quantitative Analyst teams at Capital One offer a unique opportunity to be part of a dynamic analytics and modeling team focused on developing behavior and valuation models for balance sheet portfolios. These portfolios can range from investment securities, retail and commercial deposits, mortgage loans, derivatives, and other fixed income products. Successful candidates will partner crossfunctionally with business throughout the company to deliver breakthrough analytical solutions to support a winning strategy in a continually changing business environment.

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 nonspecialist 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.

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 would possess:

• Demonstrated trackrecord 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:

• Bachelor’s Degree plus at least 7 years of experience in data analytics, or Master’s Degree plus at least 5 years of experience in data analytics, or PhD plus at least 2 years of experience in data analytics, financial modeling or econometric modeling (can include Graduate School Research work).

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