# Manager, Quantitative Analysis - Model Risk Audit

**Company**: Capital One
**Location**: McLean, VA
**Experience**: senior
**Job type**: full-time
**Salary**: $179,400 - $245,600
**Category**: Data Science
**Industry**: Finance

**Apply**: https://capitalone.wd12.myworkdayjobs.com/en-US/Capital_One/job/McLean-VA/Manager--Quantitative-Analysis---Model-Risk-Audit_R1000309-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_78daafc4-7c1

## Description

As a Manager, Quantitative Analysis at Capital One, you'll lead the next wave of disruption using cloud computing and machine learning technologies across billions of customer records. You'll review models and model risk practices across the enterprise, partnering with businesses to deliver breakthrough analytical solutions.

**Responsibilities:**

- Apply deep expertise in econometric, statistical, and machine learning methods to generate critical insights and decision frameworks.

- Stay up-to-date with the latest analytical technology and tools.

- Communicate technical subject matter clearly to individuals from various backgrounds.

- Partner with businesses to enhance modeling and analytical frameworks.

- Work across Capital One entities to create novel analytical solutions to challenging business problems.

- Identify opportunities to apply quantitative methods, machine learning, and automation solutions to improve business performance and process efficiencies.

- Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data.

- Develop and maintain high-quality and transparent documentation.

**Requirements:**

- Master's degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science) or an MBA with a quantitative concentration plus 4 years of experience in quantitative analytics.

- PhD in a quantitative field plus 1 year of experience in quantitative analytics.

- At least 4 years of experience in statistical or econometric modeling, linear and logistic regression, programming in R, Python, or SQL, and presenting statistical concepts and research results to non-statistical audiences.

- At least 4 years of experience in at least 3 of the following skills: survival analysis modeling, time-series analysis, panel data analysis, cross-sectional data analysis, machine learning, and analysis and management of large datasets.

**Preferred Qualifications:**

- 5 years of experience with Python, R, or other statistical analyst software.

- 5 years of experience in statistical modeling or regression analytics or machine learning.

- At least 2 years of experience in derivative modeling (Fixed income, Commodity, FX, or CDS).

**Salary Information:**

- Plano, TX: $179,400 - $204,700

- McLean, VA: $197,300 - $225,100

- Richmond, VA: $179,400 - $204,700

- New York, NY: $215,200 - $245,600

## Skills

### Required
- statistical modeling
- machine learning
- econometrics
- data analysis
- R
- Python
- SQL

### Nice to have
- derivative modeling
- fixed income
- commodity
- FX
- CDS

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Source: [Apply at capitalone.wd12.myworkdayjobs.com](https://capitalone.wd12.myworkdayjobs.com/en-US/Capital_One/job/McLean-VA/Manager--Quantitative-Analysis---Model-Risk-Audit_R1000309-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)