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About Capital One Financial
Capital One Financial is a bank holding company specializing in credit cards, auto loans, banking, and savings products, known for its data-driven approach to consumer and commercial finance. Industry: Financial Services & Banking
Capital One Financial currently has
2107 open roles
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JOB TITLE: Senior Associate, Quantitative Analyst - Model Risk Office
The Senior Associate, Quantitative Analyst - Model Risk Office joins a team focused on advancing the Loan Loss Forecasting and Allowance for Credit Losses framework. This role involves partnering with high-performing model development and risk teams to enhance analytical frameworks and create novel solutions for challenging business problems. You will build cloud-based solutions, identify automation opportunities, and apply quantitative methods to improve process efficiencies. Key responsibilities include developing and maintaining transparent model documentation and communicating results to diverse audiences. Required expertise includes statistical or econometric modeling, linear and logistic regression, and programming in R, Python, or SQL. Candidates should possess skills in machine learning, time-series analysis, survival analysis, and managing large datasets exceeding one million records within a financial institution context.
Partner with lines of business to enhance modeling and analytical frameworks.
Create novel analytical solutions to solve challenging business problems across entities.
Identify opportunities to apply quantitative methods and automation to improve process efficiencies.
Build cloud-based solutions grounded in large datasets.
Apply machine learning techniques to improve overall business performance.
Develop and maintain high-quality, transparent model documentation and validation reports.
Communicate complex modeling and validation results to diverse audiences.
What we're looking for
Must have a Master’s degree in a quantitative field or an MBA with a quantitative concentration plus 1 year of experience in quantitative analytics.
Must have at least 1 year of experience in statistical or econometric modeling.
Must have at least 1 year of experience in linear and logistic regression.
Must have at least 1 year of experience in programming in R, Python, or SQL.
Must have at least 1 year of experience presenting statistical concepts and research results to a non-statistical audience.
Must have at least 1 year of experience in at least 3 of the following: survival analysis, time-series, panel data, cross-sectional data, machine learning, or large dataset management.
Must have a strong understanding of quantitative analysis methods in relation to financial institutions.
Must have a demonstrated track record in machine learning and econometric analysis.
Must have experience utilizing model estimation tools.
Must have strong written and verbal communication skills.
Must have strong presentation skills.
Must have the ability to develop and maintain high quality and transparent model documentation or validation reports.
2 years of experience with Python, R, or other statistical analyst software (preferred).