Director, Quantitative Analytics -Data Insights

McLean 1 (19050), United States of America, McLean, Virginia

At Capital One, we're building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.

Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.

Director, Quantitative Analytics -Data Insights

Capital One, a Fortune 500 company and one of the nation's top 10 banks, is one of the largest, most analytically sophisticated Financial Services providers in the world. We offer a broad spectrum of financial products and services to consumers, small businesses and commercial clients. We nurture a work environment where people with a variety of thoughts, ideas and backgrounds, guided by our shared values, come together to make Capital One a great company and a great place to work.

This position is part of Capital One's Risk Management division and will be focused on developing models and analysis to improve our understandings of Capital One's credit loss expectations. Successful candidates will partner cross-functionally with business throughout the company to deliver breakthrough analytical solutions to support a winning strategy in a continually changing business environment.

Responsibilities:
- Lead a team to development, enhancement and implementation of statistical and other quantitative models to support loss forecasting for stress testing and Credit Allowance processes
- Develop modeling and analytics strategy to provide insights in the most pressing emerging credit risks of the company
- Understand technical issues in econometric and statistical modeling and apply these skills toward solving business problems
- Full ownership of the model development process and relationship with the business customer: from conceptualization through data exploration, model selection and validation, implementation, business user training and support
- Develop model monitoring plan, monitor statistical model performance, and provide technical guidance to business leadership
- Communicate technical subject matter clearly and concisely to individuals from various backgrounds
- Develop quantitative modeling competencies of others within the same line of business. Teach and Mentor quantitative modelers

Basic Qualifications:
- Master's Degree
- At least 7 years of experience in developing statistical or econometric models
- At least 3 years of experience with open source programming languages such as R, Python, or Scala

Preferred Qualifications:
- Doctorate in Statistics, Economics, Mathematics, Physics, Industrial Engineering or Operations Research
- 10+ years of experience in developing statistical or econometric models

- 3+ years of experience in financial services industry
- 1+ years of experience in risk scoring
- 1+ years of experience in forecasting models
- 1+ years of experience working with Basel and CCAR regulatory requirements

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.

TBLI


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