Director, Quantitative Analysis
Category Data Science
Primary Address McLean, Virginia
OverviewCenter 2 (19050), United States of America, McLean, VirginiaDirector, Quantitative Analysis
Director, Quantitative Analysis
At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.
As a Quantitative Analyst Leader at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.
Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools.
Develop alternative model approaches to assess model design and advance future capabilities.
Understand relevant business processes and portfolios associated with model use.
Understand technical issues in econometric and statistical modeling, and apply these skills toward assessing model risks and opportunities.
Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication; prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management.
Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices.
Develop and maintain high quality and transparent documentation.
Leverage the latest open source technologies and tools to identify areas of opportunity in our existing framework.
Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation.
Successful candidates would possess:
Demonstrated track-record in modeling and or model validation, and experience utilizing model estimation tools such as Python or R.
Ability to clearly communicate modeling results to management, model risk validation teams, regulators and other modelers.
Drive to continuously improve all aspects of their work in a collaborative fashion.
Strong communication skills with the ability to quickly understand existing models and new requirements/business needs.
Strong grasp of econometric theory and methodologies.
Desire to remain on the leading edge of analytical technology with a passion for the newest and most innovative tools.
Bachelor’s Degree plus at least 9 years of experience in data analytics, or Master’s Degree plus at least 7 years of experience in data analytics, or PhD plus at least 4 years of experience in data analytics, financial modeling or econometric modeling
At least 4 years of experience in statistical or econometric modeling
PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, or Physics
At least 5 years of experience in statistical modeling or regression analytics
At least 2 years of experience managing a team of analysts.
Model development or validation experience, stress-testing models (Comprehensive Capital Analysis and Review, or "CCAR"), or loss reserving (Allowance for Credit Loss ("ACL") under the Current Expected Credit Losses (CECL) framework
Experience with Time series modeling
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.No agencies please. Capital One is an Equal Opportunity Employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status prohibited by applicable national, federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.
If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.
For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com
Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.
Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).
How We Hire
We take finding great coworkers pretty seriously.
Step 1 Apply
It only takes a few minutes to complete our application and assessment.
Step 2 Screen and Schedule
If your application is a good match you’ll hear from one of our recruiters to set up a screening interview.
Step 3 Interview(s)
Now’s your chance to learn about the job, show us who you are, share why you would be a great addition to the team and determine if Capital One is the place for you.
Step 4 Decision
The team will discuss — if it’s a good fit for us and you, we’ll make it official!
How to Pick the Perfect Career Opportunity
Overwhelmed by a tough career choice? Read these tips from Devon Rollins, Senior Director of Cyber Intelligence, to help you accept the right offer with confidence.
Your wellbeing is our priority
Our benefits and total compensation package is designed for the whole person. Caring for both you and your family.
Healthy Body, Healthy Mind
You have options and we have the tools to help you decide which health plans best fit your needs.
Save Money, Make Money
Secure your present, plan for your future and reduce expenses along the way.
Time, Family and Advice
Options for your time, opportunities for your family, and advice along the way. It’s time to BeWell.
Here’s how the team fits together. We’re big on growth and knowing who and how coworkers can best support you.
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