Manager, Quantitative Analysis - Model Risk Office
Capital(3 months ago)
About this role
A Manager, Quantitative Analysis in the Model Risk Office at Capital One leads validation of market risk models used for derivative pricing, valuation, and counterparty risk. The role focuses on ensuring model accuracy and robustness across portfolios while engaging with senior management, regulators, and business partners and leveraging modern analytical and open-source tools.
Required Skills
- Quantitative Analysis
- Model Validation
- Derivative Modeling
- Python
- R
- Machine Learning
- Econometrics
- Statistical Modeling
- Agile Methodologies
- Communication
+2 more
Qualifications
- Bachelor's Degree in Quantitative Field
- Master's Degree in Quantitative Field
- PhD in Quantitative Field
- MBA with Quantitative Concentration
About Capital
capitalonecareers.comYou’re tenacious and driven, so the last place you want to work is some boring bank. Same. Learn about careers at Capital One and view jobs here.
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