Director, Quantitative Credit Modeling

Capital One; New York (NY); Presencial; USD 294.000 - 335.000; Jornada completa

Descripción de la vacante

Capital One is seeking a Director, Quantitative Analysis for the Commercial Credit Modeling Team in New York. The role emphasizes building and validating statistical and financial models for Counterparty Credit Risk, leveraging econometric and machine learning methods across large data sets to improve risk assessment and decisioning.

You will communicate results to diverse audiences, maintain rigorous documentation, and collaborate across teams to deploy scalable risk models and innovative

Formación

• At least 7 years of experience in quantitative analysis related to financial institutions or risk.
• Experience in model development or validation for counterparty risk.
• Ability to clearly communicate modeling results to diverse audiences.
• Strong governance and documentation habits.

Responsabilidades

• Communicate modeling results clearly to stakeholders via presentations and reports.
• Develop and implement econometric, statistical, and ML models for Counterparty Credit Risk processes.
• Assess quality of methodologies, outputs, and processes.
• Develop alternative modeling approaches and deployment capabilities.
• Apply quantitative methods to generate insights and drive business performance.
• Identify opportunities to automate processes and improve efficiencies.

Conocimientos

Quantitative analysis

Model validation

Python

Machine learning

Communication skills

Herramientas

SQL

Descripción del empleo

Capital One is seeking a Director, Quantitative Analysis for the Commercial Credit Modeling Team in New York. The role emphasizes building and validating statistical and financial models for Counterparty Credit Risk, leveraging econometric and machine learning methods across large data sets to improve risk assessment and decisioning.

You will communicate results to diverse audiences, maintain rigorous documentation, and collaborate across teams to deploy scalable risk models and innovative