Senior Quantitative Analyst - Model Risk Audit

Capital One National Association; McLean (VA); On-site; USD 197,000 - 225,000; Full time

Job summary

Capital One seeks a Manager, Quantitative Analysis - Model Risk Audit in McLean, VA to lead econometric and ML reviews of models across the enterprise and partner with business lines to raise model risk issues with data-driven solutions. You will apply advanced statistical methods, document findings clearly, and collaborate in a cross-functional team to build cloud-based analytics solutions.

A Master’s or PhD with 4+ years of analytics experience is required, plus strong programming in R,

Qualifications

• Master’s degree in a quantitative field or MBA with a quantitative concentration plus 4 years analytics experience
• PhD in a quantitative field plus 1 year analytics
• At least 4 years of experience in statistical or econometric modeling, linear and logistic regression, and programming in R/Python/SQL
• Experience presenting statistical concepts to non-statistical audiences

Responsibilities

• Apply deep expertise in econometric, statistical and ML methods to generate insights and decision frameworks
• Communicate technical subject matter clearly to diverse audiences
• Partner with lines of business to enhance modeling and analytical framework
• Work across Capital One entities to create novel analytic solutions
• Develop and maintain high quality model documentation

Skills

Quantitative analysis

Machine learning

Model estimation tools

Communication

Documentation

Written & verbal

Presentation skills

Econometric techniques

Leading edge tools

Education

Master's degree or MBA (quantitative)

PhD in quantitative field

Tools

R

Python

SQL

Job description

Capital One seeks a Manager, Quantitative Analysis - Model Risk Audit in McLean, VA to lead econometric and ML reviews of models across the enterprise and partner with business lines to raise model risk issues with data-driven solutions. You will apply advanced statistical methods, document findings clearly, and collaborate in a cross-functional team to build cloud-based analytics solutions.

A Master’s or PhD with 4+ years of analytics experience is required, plus strong programming in R,