Senior Manager, Quantitative Analysis - Model Risk

Capital One

McLean, Virginia, United States
Base: $229,900 - $262,400 (mclean, va); bonus/equi...
Statistical or econometric modeling
Linear and logistic regression
Programming in r, python, or sql
This role involves validating economic forecasting, stress testing, and liquidity risk models within a team of over 200 quantitative analysts

Job Summary

  • This role involves validating economic forecasting, stress testing, and liquidity risk models within a team of over 200 quantitative analysts.
  • Candidates must possess strong communication skills to present complex technical concepts to senior management and regulators.
  • The position offers the opportunity to leverage cloud computing and machine learning technologies to unlock opportunities for everyday people.

Matching Summary

This role involves validating economic forecasting, stress testing, and liquidity risk models within a team of over 200 quantitative analysts.

Salary

Base: $229,900 - $262,400 (McLean, VA); Bonus/Equity: Performance based incentive compensation available; Benefits: Comprehensive health, financial, and other benefits included

Skills & Requirements

Must-have

  • Statistical or econometric modeling
  • Linear and logistic regression
  • Programming in R, Python, or SQL
  • Presenting statistical concepts to non-statistical audiences
  • Machine learning experience
  • Agile development methodologies

Nice-to-have

  • Survival analysis modeling
  • Time-series analysis
  • Panel data analysis
  • Cross-sectional data analysis
  • Large dataset management over 1M records
  • People management experience

Key Requirements

  • Master's degree in quantitative field plus 5 years experience OR PhD plus 2 years experience
  • At least 5 years of experience in statistical/econometric modeling
  • At least 5 years of experience in linear/logistic regression
  • At least 5 years of experience in R, Python, or SQL programming
  • At least 5 years of experience presenting to non-statistical audiences
  • Experience with Agile development methodologies

Work Rights

Not specified

Sponsorship: available

Tailored Resume

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