Manager, Quantitative Analysis - Model Risk Office

Location: New York
**** Responsibilities**:
*** Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools
* Develop model approaches to assess model design and advance future capabilities
* Understand relevant business processes and portfolios associated with model use
* Understand technical issues in econometric, statistical, and machine learning modeling and apply these skills toward developing models and assessing model risks and opportunities
* Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication; prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management
* Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices
* Develop and maintain high quality and transparent documentation
* Leverage the latest open source technologies and tools to identify areas of opportunity in our existing framework
* Demonstrated track-record in modeling and experience utilizing model estimation tools such as Python or R
* Ability to clearly communicate modeling results to management, model risk office, regulator and other modelers
* Drive to continuously improve all aspects of their work in a collaborative fashion
* Experience in machine learning
* Strong communication skills with the ability to quickly understand existing models and new requirements/business needs
* Experience working with Agile development methodologies
* Strong grasp of econometric theory and methodologies
* Desire to remain on the leading edge of analytical technology with a passion for the newest and most innovative tools
* Experience working with CCAR regulatory requirements
* Experience with derivative modeling
* A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 6 years of experience performing data analytics
* 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 4 years of experience performing data analytics
* A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 1 year of experience performing data analytics
* PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines
* At least 2 years of experience with Python, R or other statistical analyst software
* At least 2 years of experience in statistical modeling or regression analytics or machine learning
* At least 2 years of experience in derivative modeling (Fixed income, Commodity, FX or CDS)
Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the . Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.
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