Director, Quantitative Analysis - Model Risk Office

Capital One

Richmond, VA, US
Richmond, va: $244,700 - $279,200; mclean, va: $26...
Quantitative analysis methods
Model development and validation
Econometric, statistical, and machine learning methods
As a Director, Quantitative Analysis within the Model Risk Office, you will be part of the model validation team, leading the validation and model risk strategies for Allowance (CECL) and CCAR stress testing models

Job Summary

  • As a Director, Quantitative Analysis within the Model Risk Office, you will be part of the model validation team, leading the validation and model risk strategies for Allowance (CECL) and CCAR stress testing models.
  • You will enhance your technical and analytical skills, while also working closely with business leaders to influence business and modeling strategies.
  • With a network of over 500 quantitative analysts and data scientists, we’ve created a dynamic environment with plenty of room for you to learn, grow, and realize your full potential.

Matching Summary

As a Director, Quantitative Analysis within the Model Risk Office, you will be part of the model validation team, leading the validation and model risk strategies for Allowance (CECL) and CCAR stress testing models.

Salary

Richmond, VA: $244,700 - $279,200; McLean, VA: $269,100 - $307,200; Bonus/Equity: Performance based incentive compensation; Benefits: Comprehensive, competitive, and inclusive set of health, financial and other benefits

Skills & Requirements

Must-have

  • Quantitative analysis methods
  • Model development and validation
  • Econometric, statistical, and machine learning methods
  • Model risk assessment
  • Quantitative methods and automation

Nice-to-have

  • Culture of mutual respect, excellence, and innovation
  • Appreciation for processes, controls, and good governance
  • Cross-team collaboration

Key Requirements

  • Master's degree or MBA with quantitative concentration + 7 years experience OR PhD + 4 years experience
  • 7 years statistical or econometric modeling
  • 7 years linear and logistic regression
  • 7 years programming in R, Python, or SQL
  • 7 years presenting statistical concepts
  • 7 years in at least 3 of: Survival analysis, Time-series analysis, Panel data analysis, Cross-sectional data analysis, Machine learning, Large dataset analysis

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter