Senior Manager – Quantitative Analysis – Model Risk Audit
| Company | Capital One |
|---|---|
| Location | McLean, VA, USA, Richmond, VA, USA |
| Salary | $204900 – $257200 |
| Type | Full-Time |
| Degrees | Bachelor’s, Master’s, MBA, PhD |
| Experience Level | Senior, Expert or higher |
Requirements
- A Bachelor’s Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 7 years of experience performing data analytics
- A 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 5 years of experience performing data analytics
- A PHD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 2 years of experience performing data analytics
Responsibilities
- Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools
- Develop alternative model approaches to assess model design and advance future capabilities
- Understand relevant business processes and portfolios associated with model use
- Understand technical issues in econometric, statistical, and machine learning modeling and apply these skills toward developing models and assessing model risks and opportunities
- Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication; prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management
- Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices
- Develop and maintain high quality and transparent documentation
- Leverage the latest open source technologies and tools to identify areas of opportunity in our existing framework
Preferred Qualifications
- PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines
- 5 years of experience in statistical modeling or regression analytics or machine learning
- 2 years of experience managing a team of analysts