Senior Manager, Quantitative Analysis - Model Risk Office

Capital One Financial

Quick summary

Work type
On-site
Location
McLean, VA
Salary
$229,900–$262,400 / yr
Posted
3 days ago

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $183k
This role $246k
$135k most similar roles pay here $276k

This role pays more than 92% of similar roles. Most pay $151,106–$215,000 — the shaded band above. At the midpoint, this role pays about $246k versus about $183k 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 814 open roles on FindRole.

Listed pay typically runs $197,300–$225,100 across 809 roles with salary data.

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View all roles at Capital One Financial

At a glance

TL;DR · Senior Manager, Quantitative Analysis - Model Risk Office

As a Senior Manager in the Model Risk Office at Capital One, you will join a dynamic team focused on advancing the Loan Loss Forecasting and Allowance for Credit Losses framework. Your role involves developing alternative model approaches to assess design and risks, understanding complex business processes, and applying econometric and machine learning methodologies. You will communicate technical insights effectively to diverse audiences, including senior management, and maintain documentation standards while leveraging open-source technologies like Python or R. Ideal candidates have a strong background in quantitative analytics, experience with Agile methodologies, and proficiency in programming languages such as Python and R. The position requires expertise in econometric theory, machine learning, and survival analysis modeling, among other skills, to continuously improve model efficiency and accuracy at scale.

What you'll do

  • Develop alternative model approaches to assess and enhance future capabilities.
  • Understand business processes and portfolios related to model use.
  • Apply econometric and statistical skills to develop models and assess risks.
  • Communicate complex technical concepts clearly to non-specialist audiences.
  • Maintain the accuracy of models through continuous improvement practices.
  • Leverage open source technologies to identify opportunities in existing frameworks.
  • Develop and maintain transparent documentation for all models.

What we're looking for

  • Master’s degree in a quantitative field plus 5 years of relevant experience.
  • Demonstrated expertise in Python or R and machine learning.
  • Strong understanding of econometric theory and methodologies.
  • Experience with survival analysis modeling and time-series analysis.
  • Ability to communicate complex technical concepts clearly to non-specialists.
  • Continuous improvement mindset and collaboration skills.

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