Manager, Quantitative Analysis

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.

Manager, Quantitative Analysis

As a Manager, Quantitative Analysis within the Model Risk Office, you will be part of the model validation team, working on the validation of stress testing models and Interest Rate and Liquidity Risk Management models. You will enhance your technical and analytical skills, while also working closely with business leaders to influence business strategy. With a network of over 200 quantitative analysts and statisticians, we've created a dynamic environment with plenty of room for you to learn, grow, and realize your full potential.

Specific responsibilities may include, but are not limited to:

- Perform model validation for statistical and other quantitative models used in stress testing, interest rate risk, liquidity risk and deposit funding

- Assess the quality and risk of model methodologies, outputs, and processes

- 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 methods and apply these skills toward assessing model risks and opportunities

- Communicate clearly and concisely both verbally and through written communication via model validation reports and presentations

Basic Qualifications
- Master's Degree in Financial Engineering, Quantitative Finance, Statistics, Economics, Mathematics, Operations Research, Engineering or Physics
- At least 4 years of experience in Financial Engineering, Financial Risk Management, Statistical Analysis or Data Science

- At least 1 year of experience with large scale data analysis

- At least 1 year of experience with Python, or R

Preferred Qualifications
- Doctorate in quantitative field

- Proficiency in key financial engineering or econometric or statistical techniques

- Strong experience in programming

- 3+ years of experience with large scale data analysis

- 3+ years of experience with Python, or R

- Experience with machine learning

- Strong verbal and written communication skills

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


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