Senior Quantitative Modeling & Risk Forecasting

Capital One National Association; McLean (VA); On-site; USD 162,000 - 185,000; Full time

Job summary

Capital One is seeking a Principal Quantitative Modeler to advance predictive modeling using econometric and ML methods, leveraging cloud-based technologies to analyze billions of customer records and support risk management and capital decisions.

The role sits in the Credit Risk Management Modeling team, focusing on developing models for loss forecasting, CECL, stress testing, and capital allocation, with opportunities to deploy solutions across the organization.

Qualifications

• Master’s degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 3 years of experience in quantitative analytics.
• PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field)

Responsibilities

• Partner with the various lines of business to enhance modeling and analytical framework.
• Work across Capital One entities to create novel analytical solutions to business problems.
• Identify opportunities to apply quantitative methods and automation solutions to improve performance and efficiency.
• Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data.
• Identify opportunities to apply quantitative methods or machine learning to improve business performance.
• Apply econometric, statistical and ML methods to generate insights and decision frameworks.
• Provide technical guidance to business leadership.
• Communicate technical subject matter clearly to diverse audiences.

Skills

Statistical or econometric modeling

Linear regression

Logistic regression

R

Python

SQL

Presenting results to non-statistical

Model documentation

Education

Master’s degree in a quantitative field

MBA with quantitative concentration

PhD in a quantitative field

Job description

Capital One is seeking a Principal Quantitative Modeler to advance predictive modeling using econometric and ML methods, leveraging cloud-based technologies to analyze billions of customer records and support risk management and capital decisions.

The role sits in the Credit Risk Management Modeling team, focusing on developing models for loss forecasting, CECL, stress testing, and capital allocation, with opportunities to deploy solutions across the organization.