Director, Quantitative Analysis — Risk Modeling

Capital One; New York (NY); Sur place; USD 294 000 - 335 000; Plein temps

Résumé du poste

Capital One is seeking a senior quantitative analyst to lead model development and validation for Counterparty Credit Risk. Based in New York, the role focuses on econometric and machine learning techniques to enhance risk insights and decision making.

You will communicate results to diverse audiences, document methodologies clearly, and drive cross-team collaboration on complex projects. A strong background in statistics and programming is essential.

Qualifications

• Master’s degree in a quantitative field (Statistics, Economics, OR, Analytics, Mathematics, CS) or MBA with a quantitative concentration plus 7 years of experience in quantitative analytics
• A PhD in a quantitative field plus 4 years of experience in quantitative analytics
• At least 7 years of experience in statistical or econometric modeling
• Experience with linear and logistic regression
• Programming in R, Python, or SQL
• Experience presenting statistical concepts to non-statistical audiences
• At least 7 years of experience in 3 of: Survival analysis, Time-series, Panel data, Cross-sectional data, Machine learning, Large datasets (>1M records)

Responsabilités

• Develop and implement strategies for statistical and financial models used to support Counterparty Credit Risk processes.
• Assess the quality and risk of model methodologies, outputs, and processes.
• Apply econometric, statistical, and machine learning methods to generate insights in modeled risks.
• Identify opportunities to apply quantitative methods and automation solutions to improve business performance and processes.

Connaissances

Statistical modeling

Econometrics

R/Python/SQL

Model validation

Presentation skills

Survival analysis

Time-series

Panel data

Machine learning

Large datasets

People management

Formation

Master’s degree in quantitative field / MBA with quantitative concentration

PhD in quantitative field

Outils

Python

R

SQL

Description du poste

Capital One is seeking a senior quantitative analyst to lead model development and validation for Counterparty Credit Risk. Based in New York, the role focuses on econometric and machine learning techniques to enhance risk insights and decision making.

You will communicate results to diverse audiences, document methodologies clearly, and drive cross-team collaboration on complex projects. A strong background in statistics and programming is essential.