# Senior Manager, Quantitative Analysis - Model Risk Office

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

**Apply**: https://capitalone.wd12.myworkdayjobs.com/en-US/Capital_One/job/McLean-VA/Senior-Manager--Quantitative-Analysis---Model-Risk-Office_R1002862-2?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_ce2dace9-a54

## Description

As a Senior Manager in the Model Risk Office at Capital One, you will lead the next wave of disruption using cloud computing and machine learning technologies across billions of customer records. You will 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:

- Provide effective challenge on quantitative models, evaluating conceptual and statistical soundness, performance under economic stress scenarios, and alignment with model policy.

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

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

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

- Maintain the efficiency and accuracy of models through continuous improvement and application of best practices.

- Develop and maintain high-quality and transparent documentation.

- Leverage open-source technologies and tools 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.

- 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 and research results to non-statistical audiences.

- Experience in machine learning and analysis and management of large datasets (>1M records).

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.

Salary: $229,900 - $262,400 per year. 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
- machine learning
- econometrics
- data analysis

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

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