Capital

Senior Manager, Quantitative Analysis - Model Risk

Capital(1 month ago)

McLean, VAOnsiteFull TimeManager$229,900 - $262,400Model Risk
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About this role

A Senior Manager, Quantitative Analysis in the Model Risk Office at Capital One leads validation of economic forecasting, stress-testing, finance forecasting, and interest rate/liquidity risk models. The role focuses on assessing model development and performance, advancing model quality, and partnering with business leaders to inform strategy and decisions.

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Required Skills

  • Econometrics
  • Statistical Modeling
  • Machine Learning
  • Python
  • R
  • Model Validation
  • Stress Testing
  • Forecasting
  • Communication
  • Agile

Qualifications

  • Bachelor's Degree in a Quantitative Field
  • Master's Degree in a Quantitative Field
  • PhD in a Quantitative Field
  • MBA with Quantitative Concentration

You’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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