Director, Credit Risk Modeling & Analytics

ITSMF; McLean (VA); On-site; USD 269,000 - 307,000; Full time

Job summary

Capital One seeks a Director of Quantitative Analysis for the Commercial Credit Modeling Team. You will lead development and validation of advanced credit risk models, mentor rising analytics talent, and drive governance and documentation across cross-functional teams.

You will apply econometric and machine learning techniques to predict risk events, communicate findings to executive audiences, and help shape risk strategy and modeling standards across the enterprise.

Qualifications

• Master's or PhD in a quantitative field with related analytics experience.
• ,,
• 7+ years in quantitative analytics or equivalent experience.

Responsibilities

• Develop and implement strategies for statistical and financial models for Counterparty Credit Risk.
• 0

Skills

Statistical modeling

Econometric methods

Python/SQL/R

Communication

Education

Master's degree in quantitative field or MBA with quantitative concentration

PhD in quantitative field

Tools

Python

R

SQL

Cloud computing

Job description

Capital One seeks a Director of Quantitative Analysis for the Commercial Credit Modeling Team. You will lead development and validation of advanced credit risk models, mentor rising analytics talent, and drive governance and documentation across cross-functional teams.

You will apply econometric and machine learning techniques to predict risk events, communicate findings to executive audiences, and help shape risk strategy and modeling standards across the enterprise.