Manager, Quantitative Analysis - Model Risk Office

Capital One

New York, NY, US
Base: $215,200 - $245,600 (new york); bonus/equity...
Statistical or econometric modeling expertise
Programming in python, r, or sql
Experience with linear and logistic regression
The role involves validating models used for derivative pricing and risk management to ensure accuracy and robustness for senior management and regulators

Job Summary

  • The role involves validating models used for derivative pricing and risk management to ensure accuracy and robustness for senior management and regulators.
  • Candidates will leverage open source technologies and machine learning to assess model risks while communicating complex technical results to non-specialist audiences.
  • Capital One offers a competitive salary range of $215,200 - $245,600 for New York-based candidates along with performance-based incentive compensation.

Matching Summary

The role involves validating models used for derivative pricing and risk management to ensure accuracy and robustness for senior management and regulators.

Salary

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

Skills & Requirements

Must-have

  • Statistical or econometric modeling expertise
  • Programming in Python, R, or SQL
  • Experience with linear and logistic regression
  • Ability to present concepts to non-statistical audiences
  • Understanding of derivative valuation and risk models

Nice-to-have

  • Strong communication skills for diverse stakeholders
  • Drive to continuously improve work processes
  • Experience with Agile development methodologies
  • Passion for latest analytical technologies
  • Collaborative culture fit

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 programming
  • At least 4 years experience presenting to non-statistical audiences
  • Experience with CCAR regulatory requirements preferred
  • Derivative modeling experience (Fixed income, FX, CDS) preferred

Work Rights

Not specified

Sponsorship: available

Tailored Resume

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