Principal Quantitative Modeler
Capital(2 months ago)
About this role
A Principal Quantitative Modeler at Capital One is a senior member of the Credit Risk Management Modeling team who develops predictive econometric and machine learning models using cloud-based technologies to inform the bank’s credit and operational risk, loss forecasting, and capital needs. The role supports enterprise initiatives such as CECL/allowance, stress testing, and capital allocation, and contributes insights that inform executive-level decision making and earnings preparations.
Required Skills
- Econometrics
- Machine Learning
- Statistical Modeling
- Data Analysis
- Model Development
- Model Validation
- Model Deployment
- Python
- R
- Cloud Computing
+2 more
Qualifications
- BS in Quantitative Field
- MS in Quantitative Field
- PhD in Quantitative Field
- MBA (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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