Senior Quantitative Analyst, Model Risk Office

Capital One; McLean (VA); On-site; USD 136,000 - 155,000; Full time

Job summary

Capital One is a data-driven organization applying statistical modeling and machine learning to billions of customer records. As a Sr Assoc, Quantitative Analysis, you will work with model development and model risk teams to advance the Loan Loss Forecasting and ACL framework in a cloud-based environment.

You will collaborate across lines of business to create analytical solutions, apply quantitative methods to improve performance, and clearly communicate results to both technical and

Qualifications

• Master’s degree (or MBA with quantitative concentration) required by start date.
• At least 1 year of experience in statistical/econometric modeling, regression, and programming.
• Experience in survival analysis, time-series, ML, and large datasets is a plus.

Responsibilities

• Partner with the lines of business to enhance modeling framework.
• Develop novel analytical solutions across Capital One entities.
• Identify opportunities to apply quantitative methods and automation to improve performance.
• Collaborate in a cross-disciplinary team to build cloud-based data solutions.
• Communicate modeling results to non-statistical audiences.

Skills

Quantitative analysis

Machine learning

Econometric analysis

Model estimation tools

Communication skills

Education

Master’s degree in Statistics/Economics/OR/Analytics/CS or MBA with quantitative concentration

Tools

R

Python

SQL

Job description

Capital One is a data-driven organization applying statistical modeling and machine learning to billions of customer records. As a Sr Assoc, Quantitative Analysis, you will work with model development and model risk teams to advance the Loan Loss Forecasting and ACL framework in a cloud-based environment.

You will collaborate across lines of business to create analytical solutions, apply quantitative methods to improve performance, and clearly communicate results to both technical and