Director, Quantitative Analysis - Model Risk Office

Capital One

Richmond, VA, USA
Base: $244,700 - $307,200; bonus/equity: performan...
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Quantitative analysis methods
Model development and validation
Econometric, statistical, machine learning
** Capital One is seeking a Director of Quantitative Analysis for its Model Risk Office, responsible for leading model validation and risk strategies related to financial models. The ideal candidate will possess strong quantitative analysis skills, experience in model development or validation, and excellent communication abilities. **

Job Summary

  • As a Director, Quantitative Analysis within the Model Risk Office, you will be part of the model validation team, leading the validation and model risk strategies for Allowance (CECL) and CCAR stress testing models.
  • You will enhance your technical and analytical skills, while also working closely with business leaders to influence business and modeling strategies.
  • With a network of over 500 quantitative analysts and data scientists, we’ve created a dynamic environment with plenty of room for you to learn, grow, and realize your full potential.

Matching Summary

Match Score: 75

** Capital One is seeking a Director of Quantitative Analysis for its Model Risk Office, responsible for leading model validation and risk strategies related to financial models. The ideal candidate will possess strong quantitative analysis skills, experience in model development or validation, and excellent communication abilities. **

Salary

Base: $244,700 - $307,200; Bonus/Equity: performance based incentive compensation; Benefits: comprehensive, competitive, and inclusive set of health, financial and other benefits

Skills & Requirements

Must-have

  • Quantitative analysis methods
  • Model development and validation
  • Econometric, statistical, machine learning
  • Programming in R, Python, or SQL
  • Statistical or econometric modeling
  • Linear and logistic regression

Nice-to-have

  • Cloud computing and machine learning
  • Data-driven decision-making
  • Culture of mutual respect, excellence, innovation
  • Processes, controls, and good governance
  • Cross-team collaboration

Key Requirements

  • Master's degree or MBA with quantitative concentration + 7 years experience OR PhD + 4 years experience
  • At least 7 years experience in statistical or econometric modeling
  • At least 7 years experience in linear and logistic regression
  • At least 7 years experience in programming in R, Python, or SQL
  • At least 7 years experience presenting statistical concepts
  • At least 7 years experience in 3 of the following: Survival analysis, Time-series analysis, Panel data analysis, Cross-sectional data analysis, Machine learning, Analysis and management of large datasets

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter