below marketmost similar roles pay hereabove market
This role pays more than
87%
of similar roles. Most pay
$154,775–$221,137
— the blue band above.
At the midpoint, this role pays about
$246k
versus about
$188k
for comparable roles.
Based on 240 similar postings.
Employer
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
on FindRole.
Listed pay typically runs
$197,300–$225,100
across 1107 roles with salary data.
The Senior Manager, Quantitative Analysis - Model Risk Office joins the Model Risk function to partner with model development and risk teams. This role focuses on advancing the Loan Loss Forecasting and Allowance for Credit Losses framework. The successful candidate will develop alternative model approaches, assess model design, and maintain model efficiency through continuous improvement. Day-to-day responsibilities include identifying opportunities in existing frameworks, creating transparent documentation, and communicating complex technical results to non-specialist audiences and regulators. Required technical skills include proficiency in Python, R, and SQL, along with experience in machine learning, econometric theory, and statistical modeling techniques like linear and logistic regression. The role also requires experience with survival analysis, time-series analysis, and managing large datasets within an Agile development environment.
Develop alternative model approaches to assess model design and advance future capabilities.
Apply econometric, statistical, and machine learning skills to develop models and assess risks.
Maintain model efficiency and accuracy through continuous improvement and best practices.
Develop and maintain high-quality, transparent documentation for all models.
Leverage open-source technologies to identify opportunities within the existing framework.
Communicate complex technical concepts and research results to non-specialist audiences and senior management.
Partner with development teams to advance Loan Loss Forecasting and Allowance for Credit Losses frameworks.
What we're looking for
Must have a Master’s degree in a quantitative field plus 5 years of experience in quantitative analytics.
Must have a PhD in a quantitative field plus 2 years of experience in quantitative analytics.
Must have at least 5 years of experience in statistical or econometric modeling.
Must have at least 5 years of experience in linear and logistic regression.
Must have at least 5 years of experience in programming using R, Python, or SQL.
Must have at least 5 years of experience in at least 3 areas including survival analysis, time-series, panel data, cross-sectional data, machine learning, or large dataset management.
Must be able to present statistical concepts and research results to non-statistical audiences.
Must have 6 years of experience with Python, R, or other statistical analyst software (preferred).
Must have 6 years of experience in statistical modeling, regression analytics, or machine learning (preferred).
Must have 2 years of experience managing people (preferred).
Must have 6 years of experience in models for Commercial Bank (preferred).
Python
AWS
Spark
H2O
Conda
Scala
R
Machine Learning
Deep Learning
Relational Databases
Statistical Modeling
Time Series
Sentiment Analysis
Clustering
Classification
Data Analytics
Big Data