Senior Associate, Quantitative Analysis-Credit Risk

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.

Senior Associate, Quantitative Analysis-Credit Risk

Senior Associate, Quantitative Analysis-Credit Risk position with Capital One Services, LLC in McLean, VA; Multiple positions available:

-Apply mathematical and statistical methods to collect, organize, interpret, and summarize econometric data for quantitative modeling projects in support of valuation of risk, capital, and other statistical factors affecting business performance.

-Develop quantitative models based on statistical and mathematical principles and perform qualitative and quantitative data analysis and reporting applying quantitative, mathematical, and statistical concepts and data processing techniques including survival analysis, linear and logistic regression, time series, panel data, decision tree analysis, and multivariate distribution theory and utilizing software tools including SAS,STATA, R, TreeNet, CART, Teradata or similar statistical or relational database tools, and SQL, to collect, organize, analyze, interpret, and summarize large econometric data sets.

-Prepare detailed reports and presentations to senior management regarding the results of statistical analyses, including information in the form of graphs, charts, and tables understandable by non-specialists.

The position requires a Master's Degree or foreign equivalent in Statistics, Economics, Operations Research, Mathematics, Science or a related quantitative field. Position also requires the following skills acquired through education or experience: statistical or econometric data modeling; linear and logistic regression; SAS or STATA; presentation of complex statistical concepts and research results to non-statistical audience; and at least 3 of the following skills acquired through education or experience: survival analysis modeling; TreeNet; CART; R; Unix; panel data analysis; cross-sectional data analysis; management and manipulation of large datasets (>100K records). Must pass company's assessment.

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