Lead Quantitative Analytics & Model Risk Audit

Capital One Group; New York (NY); Hybrid; USD 215,000 - 246,000; Full time

Job summary

Capital One in New York, NY seeks a Manager, Quantitative Analysis - Model Risk Audit to lead risk modeling reviews across the enterprise, applying econometric and ML methods to strengthen model governance.

You will partner with lines of business, document findings, and raise issues to the Audit Committee while advancing cloud-based analytics and scalable validation across billions of records.

Qualifications

• Master’s degree in statistics, economics, analytics, OR related field (or MBA with quantitative focus).
• PhD in quantitative field with relevant analytics experience is considered.
• 4+ years of experience in quantitative analytics (statistical/econometric modeling, ML).
• Strong ability to communicate complex results to non-technical audiences.

Responsibilities

• Apply econometric, statistical and ML methods to inform model risk audits.
• Communicate technical subject matter clearly to diverse audiences.
• Partner with business lines to enhance modeling and documentation across the enterprise.
• Develop and maintain high-quality, transparent model documentation and cloud-based analytics.

Skills

Quantitative analysis

Python

R

SQL

Econometrics

Education

Master’s degree in quantitative field

MBA with quantitative concentration

PhD in quantitative field

Tools

Python

R

SQL

Job description

Capital One in New York, NY seeks a Manager, Quantitative Analysis - Model Risk Audit to lead risk modeling reviews across the enterprise, applying econometric and ML methods to strengthen model governance.

You will partner with lines of business, document findings, and raise issues to the Audit Committee while advancing cloud-based analytics and scalable validation across billions of records.