Manager, Quantitative Analysis - Model Risk Office

Capital One

New York, NY, US
Base: $215,200 - $245,600 (new york, ny); bonus/eq...
Quantitative modeling and analysis
Python or r programming
Machine learning expertise
As a Quantitative Analyst at Capital One, you’ll be part of a team leading disruption using cloud computing and machine learning across billions of customer records

Job Summary

  • As a Quantitative Analyst at Capital One, you’ll be part of a team leading disruption using cloud computing and machine learning across billions of customer records.
  • This position is responsible for validating models used for derivative pricing and risk management, engaging with senior management, regulators, and internal audit.
  • Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.

Matching Summary

As a Quantitative Analyst at Capital One, you’ll be part of a team leading disruption using cloud computing and machine learning across billions of customer records.

Salary

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

Skills & Requirements

Must-have

  • Quantitative modeling and analysis
  • Python or R programming
  • Machine learning expertise
  • Model validation for derivatives
  • Strong communication skills
  • Experience with CCAR regulatory requirements
  • Agile development methodologies

Nice-to-have

  • Passion for innovative analytical technology
  • Collaborative work environment
  • Experience with large datasets
  • Ability to present complex concepts clearly
  • Continuous improvement mindset

Key Requirements

  • Master’s degree in quantitative field plus 4 years experience
  • PhD in quantitative field plus 1 year experience
  • At least 4 years experience in statistical or econometric modeling
  • At least 4 years programming in R, Python, or SQL
  • At least 4 years presenting statistical concepts to non-statistical audiences
  • At least 4 years experience in 3 of survival analysis, time-series, panel data, cross-sectional data, machine learning, large dataset management
  • At least 2 years experience in derivative modeling
  • Experience with CCAR regulatory requirements

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter