# Senior Manager, Quantitative Analysis - Model Risk Office

**Company**: Capital One
**Experience**: senior
**Job type**: full-time
**Salary**: $229,900 - $262,400
**Category**: Data Science
**Industry**: Finance

**Apply**: https://capitalone.wd12.myworkdayjobs.com/en-US/Capital_One/job/McLean-VA/Senior-Manager--Quantitative-Analysis---Model-Risk-Office_R249476-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_8a7e154f-a0a

## Description

As a Senior Manager at Capital One, you'll lead the next wave of disruption using cloud computing and machine learning technologies. You'll partner with model development teams and model risk teams to advance Capital One's Loan Loss Forecasting and Allowance for Credit Losses (ACL) framework.

**Responsibilities:**

- Remain on the leading edge of analytical technology with a passion for innovative tools.

- Develop alternative model approaches to assess model design and advance future capabilities.

- Understand relevant business processes and portfolios associated with model use.

- Apply technical skills in econometric, statistical, and machine learning modeling to develop models and assess model risks and opportunities.

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

- Maintain model efficiency and accuracy through continuous improvement and best practices.

- Develop and maintain high-quality documentation.

- Leverage open-source technologies to identify areas of opportunity in the existing framework.

**Requirements:**

- Master's degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science) or an MBA with a quantitative concentration plus 5 years of experience in quantitative analytics.

- PhD in a quantitative field plus 2 years of experience in quantitative analytics.

- At least 5 years of experience in statistical or econometric modeling, linear and logistic regression, programming in R, Python, or SQL, and presenting statistical concepts to non-statistical audiences.

- At least 5 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:**

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

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

- 2 years of experience managing people.

- 6 years of experience in models for Commercial Bank.

**Salary:** McLean, VA: $229,900 - $262,400 Anytown, IL: $209,000 - $238,500 Riverwoods, IL: $209,000 - $238,500

**Benefits:** Capital One offers a comprehensive, competitive, and inclusive set of health, financial, and other benefits that support your total well-being.

## Skills

### Required
- Python
- R
- SQL
- statistical modeling
- econometric modeling
- machine learning

### Nice to have
- statistical analyst software
- regression analytics
- people management

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Source: [Apply at capitalone.wd12.myworkdayjobs.com](https://capitalone.wd12.myworkdayjobs.com/en-US/Capital_One/job/McLean-VA/Senior-Manager--Quantitative-Analysis---Model-Risk-Office_R249476-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)