# Director, Quantitative Analysis - Commercial Credit Modeling Team

**Company**: Capital One
**Experience**: executive
**Job type**: full-time
**Salary**: $269,100 - $307,200
**Category**: Finance
**Industry**: Finance

**Apply**: https://capitalone.wd12.myworkdayjobs.com/en-US/Capital_One/job/McLean-VA/Director--Quantitative-Analysis---Commercial-Credit-Modeling-Team_R247768-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_8d6874e8-dba

## Description

As a Director, Quantitative Analysis at Capital One, you will be part of a team that's leading the next wave of disruption in the financial industry, using the latest in cloud computing and machine learning technologies to unlock big opportunities that help everyday people save money, time, and agony in their financial lives.

The Counterparty Risk Group at Capital One has a $7B+ credit risk portfolio toward Financial Institutions across the Enterprise. You will get an opportunity to solve a diverse set of problems with a diverse set of tools, leveraging open source programming or cloud computing to predict credit risk events across complex datasets using statistical techniques.

**Responsibilities:**

- Communicate clearly and concisely both verbally and through written communication via model validation presentations and reports and presentations.

- Develop and implement strategies for statistical and financial models used to support Counterparty Credit Risk processes.

- Assess the quality and risk of model methodologies, outputs, and processes.

- Develop alternative approaches to model design and deployment capabilities.

- Apply expertise in econometric, statistical, and machine learning methods to generate insights in modeled risks.

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

**Requirements:**

- Strong understanding of quantitative analysis methods relating to financial institutions and financial risk exposures.

- Demonstrated track-record in model development and/or validation.

- Ability to clearly communicate modeling results to a wide range of audiences.

- Drive to develop and maintain high quality and transparent model documentation.

- Strong written and verbal communication skills.

- Strong presentation skills.

- Appreciation for processes, controls, and good governance.

- Ability to manage complex projects that require cross-team collaboration.

**Basic Qualifications:**

- Currently has, or is in the process of obtaining a Master's degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 7 years of experience in quantitative analytics.

- A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 4 years of experience in quantitative analytics.

- At least 7 years of experience in each of the following skills through education or experience:

- Statistical or econometric modeling

- Linear and logistic regression

- Programming in R, Python, or SQL

- Presenting statistical concepts and research results to non-statistical audience​

- At least 7 years of experience in at least 3 of the following skills:

- Survival analysis modeling

- Time-series analysis

- Panel data (longitudinal data or cross-sectional time-series data) analysis

- Cross-sectional data analysis

- Machine learning

- Analysis and management of large datasets (>1M records)

**Preferred Qualifications:**

- 8 years of experience in Python, Scala, R or other statistical analyst software.

- 8 years of experience with machine learning.

- 3 years of experience managing people.

**Salary:** McLean, VA: $269,100 - $307,200 for Director, Quantitative Analysis New York, NY: $293,600 - $335,100 for Director, Quantitative Analysis

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

## Skills

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

### Nice to have
- Scala
- people management

---

Source: [Apply at capitalone.wd12.myworkdayjobs.com](https://capitalone.wd12.myworkdayjobs.com/en-US/Capital_One/job/McLean-VA/Director--Quantitative-Analysis---Commercial-Credit-Modeling-Team_R247768-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)