Lead Quantitative Analyst - Model Risk & Validation

Capital One; New York (NY); On-site; USD 215,200 - 245,600; Full time

Benefits offered by this job

Comprehensive health benefits

Performance-based incentives

Inclusive workplace environment

Job summary

Capital One is seeking a Manager for the Quantitative Analysis - Model Risk Office in New York. The role involves validating market risk models and ensuring their robustness for varied stakeholders.

Ideal candidates should have a Master’s or PhD in a quantitative field, along with expertise in statistical modeling and programming in R and Python. Capital One offers a collaborative work environment where data-driven decision-making is key.

The position offers a competitive salary range of $215,200 - $245,600, alongside performance-based compensation.

Qualifications

• Highly skilled in quantitative analysis and statistical modeling.
• Experience in programming with Python or R.
• Ability to present complex results clearly to non-specialists.

Responsibilities

• Validate models used for derivative pricing and risk management.
• Develop and assess model designs and improve capabilities.
• Communicate technical results to a diverse audience.

Skills

Quantitative analysis

Statistical modeling

Machine learning

Programming in Python

Communication skills

Education

Master’s or PhD in a quantitative field

Tools

R

SQL

Job description

Capital One is seeking a Manager for the Quantitative Analysis - Model Risk Office in New York. The role involves validating market risk models and ensuring their robustness for varied stakeholders.

Ideal candidates should have a Master’s or PhD in a quantitative field, along with expertise in statistical modeling and programming in R and Python. Capital One offers a collaborative work environment where data-driven decision-making is key.

The position offers a competitive salary range of $215,200 - $245,600, alongside performance-based compensation.