Manager, Quantitative Analysis – Model Risk Audit

Jobtailor; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

Capital One is seeking an experienced quantitative analyst to apply econometric, statistical, and machine learning methods. The role will review enterprise model risk practices, identify issues, and provide assurance to the Audit Committee while partnering with business lines to enhance modeling frameworks.

The ideal candidate has 4+ years in quantitative analytics, strong communication skills, and a track record in ML and econometric analysis.

Qualifications

• Master’s degree in a quantitative field or MBA with a quantitative concentration plus 4 years of experience in quantitative analytics, or PhD in a quantitative field plus 1 year of experience in quantitative analytics
• Required degree obtained on or before the scheduled start date
• At least 4 years of experience in statistical or econometric modeling
• At least 4 years of experience in linear and logistic regression
• At least 4 years of experience programming in R, Python, or SQL
• At least 4 years of experience presenting statistical concepts and research results to non-statistical audiences
• At least 4 years of experience in at least 3 of: survival analysis modeling, time-series analysis, panel data analysis, cross-sectional data analysis, machine learning, or analysis and management of large datasets over 1M records
• Strong understanding of quantitative analysis methods in relation to financial institutions
• Demonstrated track record in machine learning and econometric analysis
• Experience utilizing model estimation tools
• Ability to clearly communicate modeling results to a wide range of audiences
• Strong written, verbal, and presentation skills
• Capital One will consider sponsoring a new qualified applicant for employment authorization

Responsibilities

• Apply econometric, statistical, and machine learning methods to generate insights and decision frameworks
• Review models and model risk practices across the enterprise
• Identify model risk issues and provide assurance to the Audit Committee
• Partner with lines of business to enhance modeling and analytical frameworks
• Create analytical solutions for challenging business problems across Capital One entities
• Apply quantitative methods, machine learning, and automation to improve business performance and process efficiency
• Collaborate on cloud-based, data-driven solutions
• Develop and maintain high-quality, transparent model documentation
• Communicate technical subject matter and modeling results clearly to varied audiences

Skills

Statistical Modeling

Econometric Methods

Machine Learning

R/Python/SQL

Presentation Skills

Data Analysis

Education

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

PhD in quantitative field

Tools

R

Python

SQL

Job description

• Apply econometric, statistical, and machine learning methods to generate insights and decision frameworks
• Review models and model risk practices across the enterprise
• Identify model risk issues and provide assurance to the Audit Committee
• Partner with lines of business to enhance modeling and analytical frameworks
• Create analytical solutions for challenging business problems across Capital One entities
• Apply quantitative methods, machine learning, and automation to improve business performance and process efficiency
• Collaborate on cloud-based, data-driven solutions
• Develop and maintain high-quality, transparent model documentation
• Communicate technical subject matter and modeling results clearly to varied audiences

Requirements

• Master’s degree in a quantitative field or MBA with a quantitative concentration plus 4 years of experience in quantitative analytics, or PhD in a quantitative field plus 1 year of experience in quantitative analytics
• Required degree obtained on or before the scheduled start date
• At least 4 years of experience in statistical or econometric modeling
• At least 4 years of experience in linear and logistic regression
• At least 4 years of experience programming in R, Python, or SQL
• At least 4 years of experience presenting statistical concepts and research results to non-statistical audiences
• At least 4 years of experience in at least 3 of: survival analysis modeling, time-series analysis, panel data analysis, cross-sectional data analysis, machine learning, or analysis and management of large datasets over 1M records
• Strong understanding of quantitative analysis methods in relation to financial institutions
• Demonstrated track record in machine learning and econometric analysis
• Experience utilizing model estimation tools
• Ability to clearly communicate modeling results to a wide range of audiences
• Strong written, verbal, and presentation skills
• Capital One will consider sponsoring a new qualified applicant for employment authorization

Core Competencies

Expertise in econometric and statistical modeling, with a strong focus on machine learning applications to drive business insights and performance improvements. Proficient in communicating complex quantitative concepts to diverse audiences and maintaining high-quality model documentation.

Highest-signal resume keywords

• Master's Degree In Quantitative Field
• Statistical Modeling
• Machine Learning
• Programming In R, Python, Or SQL
• Presentation Of Statistical Concepts

ATS Optimization Keywords

Hard Skills

• Econometric Methods
• Statistical Analysis
• Linear Regression
• Logistic Regression
• Survival Analysis Modeling
• Time-Series Analysis
• Panel Data Analysis
• Cross-Sectional Data Analysis
• Model Estimation Tools
• Quantitative Analytics

Soft Skills

• Strong Written Communication
• Strong Verbal Communication
• Presentation Skills

Industry Keywords

• Model Risk Practices
• Audit Committee Assurance
• Financial Institutions
• Large Datasets Management

Tools & Technologies

• Cloud-Based Solutions
• Data-Driven Solutions