Sr. Manager, Quantitative Analytics
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.
Sr. Manager, Quantitative Analytics
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 in Capital One's Capital Markets Analytics – Advanced Analytics team offers the candidate a unique opportunity to be part of a dynamic analytics and modeling team and work with various cross-functional teams, with a focus on leading behavioral modeling of consumer and small business deposits and other fixed income products as well as conducting econometric modeling for the balance sheet. We are currently looking for candidates with strong modeling and analytical skills. This position will be a key lead in developing and enhancing the deposit modeling framework to support multiple business purposes in Capital One.
Responsibilities and Skills:
- Play a key role in the research and development of retail deposits models
- Develop econometric models for the balance sheet
- Identify opportunities to apply quantitative methods to improve business performance
- Strong understanding of fixed income risk measurement and Asset & Liability Management (ALM) concepts;
- Demonstrate strong track-of-record in behavior model development and experience with the model estimation tools such as Python, R, or SAS
- Ability to clearly communicate models and methods to management, model risk office, regulator and other modelers
- Develop and maintain high quality and transparent documentation
- Master's Degree
- Ph.D. in Statistics, Econometrics, Mathematics, Financial Engineering, Operations Research or Physics
- Strong behavior modeling experience for complex fixed income products, such as deposits balance attrition, mortgages prepayment or default, etc.
- At least 5 years of experience in statistical or econometric modeling
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
No agencies please. Capital One is an Equal Opportunity Employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status prohibited by applicable national, federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.
If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at
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