Capital One is looking to develop econometric and machine learning models and analytics to predict and generate insight into Capital One’s risk and capital needs. The goal is to blend cutting-edge quantitative methods with deep understanding of business, data, and regulatory environment to build predictive models for credit and operational losses, volumes and outstanding balances in support of loss forecasting, CECL/allowance, stress testing, and capital allocation for Capital One.
Requirements
- Strong understanding of quantitative analysis methods in relation to financial institutions
- Demonstrated track-record in machine learning and/or econometric analysis
- Experience utilizing model estimation tools
- Ability to clearly communicate modeling results to a wide range of audiences
- Drive to develop and maintain high quality and transparent model documentation
- 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.)
- 1 year of experience with Python, R or other statistical analyst software
Responsibilities
- 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 and automation solutions to improve business performance and process efficiencies
- Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data
- Identify opportunities to apply quantitative methods or machine learning to improve business performance
- Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
- Provide technical guidance to business leadership
Other
- Communicate technical subject matter clearly and concisely to individuals from various backgrounds
- Strong written and verbal communication skills
- Strong presentation skills
- Ability to fully own the model development process from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring
- Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
