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