Manager, Quantitative Analysis - Model Risk Office

Capital One

New York, NY, US
Base: $215,200 - $245,600 (new york, ny); bonus/eq...
Statistical or econometric modeling
Python, r, or sql programming
Linear and logistic regression
The role involves validating models used for derivative pricing and risk management including market risk and counterparty risk

Job Summary

  • The role involves validating models used for derivative pricing and risk management including market risk and counterparty risk.
  • Candidates must possess strong communication skills to present complex technical concepts to senior management and regulators.
  • Capital One offers a competitive salary range of $215,200 to $245,600 in New York along with performance-based incentives.

Matching Summary

The role involves validating models used for derivative pricing and risk management including market risk and counterparty risk.

Salary

Base: $215,200 - $245,600 (New York, NY); Bonus/Equity: Performance based incentive compensation available; Benefits: Comprehensive health, financial, and other benefits included

Skills & Requirements

Must-have

  • Statistical or econometric modeling
  • Python, R, or SQL programming
  • Linear and logistic regression
  • Presenting to non-statistical audiences
  • Derivative valuation and risk management

Nice-to-have

  • Experience with Agile development methodologies
  • Strong grasp of econometric theory
  • Passion for innovative analytical tools
  • Collaborative work environment
  • Continuous improvement mindset

Key Requirements

  • Master's degree in quantitative field plus 4 years experience OR PhD plus 1 year
  • At least 4 years experience in statistical modeling and regression
  • At least 4 years experience presenting statistical concepts to non-statistical audiences
  • Experience with CCAR regulatory requirements preferred
  • 2 years experience in derivative modeling preferred

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter