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$154,775–$221,137.
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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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Listed pay typically runs
$197,300–$225,100
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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 designs, and maintain model efficiency through continuous improvement. Day-to-day responsibilities include communicating complex technical concepts to non-specialist audiences, maintaining transparent documentation, and identifying opportunities within existing frameworks. Required skills include expertise in econometric theory, statistical modeling, and machine learning. Candidates must demonstrate proficiency in Python, R, or SQL, along with experience in linear and logistic regression, time-series analysis, and survival analysis. The role involves managing large datasets and utilizing Agile development methodologies to solve critical financial modeling problems.
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 have experience presenting 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).
Data Analysis
Statistical Modeling
Relational Database
Open Source Data Technologies
Predictive Analytics
Data Governance
Econometrics
Statistics
Mathematics
Computer Science