Capital One is looking to solve the problem of model risk in their financial institution by hiring a Manager, Quantitative Analysis to review models and model risk practices across the enterprise.
Requirements
- Strong understanding of quantitative analysis methods in relation to financial institutions
- Demonstrated track-record in machine learning and econometric analysis
- Experience utilizing model estimation tools
- Proficiency in key econometric and statistical techniques (such as predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods)
- 2 years of experience manipulating and analyzing large data sets
- 2 years of experience with advanced machine learning technologies including language models, LLMs and/or Generative AI technologies
- 3 years of experience with Python, R or other statistical analyst software
Responsibilities
- Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
- Partner with the various lines of business to enhance modeling and analytical framework
- Work across Capital One entities to create novel analytical solutions to the challenging business problems
- Identify opportunities to apply quantitative methods, machine learning, and automation solutions to improve business performance and process efficiencies
- Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data
- Communicate technical subject matter clearly and concisely to individuals from various backgrounds
- Drive to develop and maintain high quality and transparent model documentation
Other
- Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field plus 6 years of experience performing data analytics
- Strong written and verbal communication skills
- Strong presentation skills
- Ability to clearly communicate modeling results to a wide range of audiences
- Capital One will consider sponsoring a new qualified applicant for employment authorization for this position
