Senior Quantitative Analyst, Model Risk & Audit

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

Job summary

Capital One in New York seeks a Quantitative Analyst to advance model risk practices and data-driven decision making across the enterprise. You will apply econometric and ML methods to billions of records and communicate findings to varied audiences.

You will collaborate with the Model Audit team and business units to deliver analytical solutions that support strategic initiatives. Strong programming in Python, R or SQL is required.

Qualifications

• Master’s degree or PhD in a quantitative field or MBA with quantitative concentration.
• 4+ years of quantitative analytics experience across statistical/econometric modeling and regression.
• Proficiency in R, Python or SQL; ability to present results to non-technical audiences.

Responsibilities

• Apply econometric, statistical and ML methods to generate insights and decision frameworks.
• Stay at the leading edge of analytical technology and tools.
• Communicate complex results clearly to diverse audiences.
• Partner with business lines to enhance modeling and analytical frameworks.
• Build cloud-based analytical solutions with cross-capability teams.
• Develop high-quality, transparent model documentation.
• Collaborate across Capital One entities to drive innovative solutions.

Skills

Statistical modeling

Econometric analysis

Python

R

SQL

Presenting results

Machine learning

Documentation

Education

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

PhD in a quantitative field

Tools

None

Job description

Capital One in New York seeks a Quantitative Analyst to advance model risk practices and data-driven decision making across the enterprise. You will apply econometric and ML methods to billions of records and communicate findings to varied audiences.

You will collaborate with the Model Audit team and business units to deliver analytical solutions that support strategic initiatives. Strong programming in Python, R or SQL is required.