Manager, Quantitative Risk & Model Validation

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

Benefits offered by this job

Performance-based incentives

Health and financial benefits

Inclusive work environment

Job summary

Capital One seeks a Manager for Quantitative Analysis to validate models for pricing and risk management. The role involves collaborating with teams to ensure model accuracy and communicating results to various stakeholders.

Qualified candidates will possess a Master’s or PhD in a quantitative field and have a strong track record in econometric modeling, machine learning, and programming in R or Python. Capital One offers competitive salaries and comprehensive benefits.

Qualifications

• Master's degree or PhD in a quantitative field.
• 4+ years of experience in statistical or econometric modeling.
• Experience with programming in R, Python, or SQL.

Responsibilities

• Validate models used for derivative pricing and risk management.
• Develop model approaches and document findings.
• Communicate results to non-technical stakeholders.

Skills

Statistical or econometric modeling

Programming in R, Python, or SQL

Machine learning

Strong communication skills

Education

Master’s or PhD in a quantitative field

Tools

Python

R

Job description

Capital One seeks a Manager for Quantitative Analysis to validate models for pricing and risk management. The role involves collaborating with teams to ensure model accuracy and communicating results to various stakeholders.

Qualified candidates will possess a Master’s or PhD in a quantitative field and have a strong track record in econometric modeling, machine learning, and programming in R or Python. Capital One offers competitive salaries and comprehensive benefits.