Manager, Quantitative Analysis - Credit Risk
- Employer
- Capital One
- Location
- McLean, Virginia
- Closing date
- Jan 14, 2021
View more
- Industry
- Financial Services and Banking
- Function
- Finance
- Hours
- Full Time
Job Details
Manager, Quantitative Analysis - Credit Risk
Manager, Quantitative Analysis Credit Risk position with Capital One Services, LLC in Northern VA; Multiple positions available:
- Manage quantitative analysis projects involving application of mathematical and statistical methods to collect, organize, interpret, and summarize econometric data for quantitative modeling projects in support of valuation of risk, capital, and other statistical factors affecting business performance.
- Lead the development of quantitative models based on statistical and mathematical principles and perform statistical or econometric modeling and qualitative and quantitative data analysis and reporting applying quantitative, mathematical, and statistical concepts and data processing techniques including survival analysis, linear and logistic regression, time series, panel data, decision tree analysis, and multivariate distribution theory and utilizing software tools including R, Python, and SQL.
- Manage large datasets to collect, organize, analyze, interpret, and summarize large econometric data sets.
- Prepare detailed reports and presentations to senior management regarding the results of statistical analyses, including information in the form of graphs, charts, and tables understandable by non-specialists.
- Eligible for employee referral program.
- At this time, Capital One will not sponsor a new applicant for employment authorization for this position.
The position requires a Master's degree or foreign equivalent in Statistics, Economics, Operations Research, Mathematics, Science or a related quantitative field and 2 years of experience in job offered or quantitative or econometric data analysis. In lieu of a Master's degree or foreign equivalent in stated field and 2 years of experience in job offered or quantitative or econometric data analysis will accept a Bachelor's degree or foreign equivalent in stated field and 5 years of progressive, post-baccalaureate experience as stated. Position also requires the following skills acquired through education or experience: statistical or econometric modeling; linear and logistic regression; programming in R or Python; presentation of complex statistical concepts and research results to non-statistical audience; and at least 3 of the following skills acquired through education or experience: survival analysis modeling; time-series analysis; SQL; panel data analysis; cross-sectional data analysis; management and manipulation of large datasets (>100K records). Must pass company's assessment.
Company
We Don’t Only Think Big Things—At Capital One, We Do Big Things.
You’re dedicated to your career. You deserve professional satisfaction and personal fulfillment. You belong at Capital One.
Here, every day brings another chance to do impactful work that matters: helping millions of customers confidently manage their money, building stronger communities and delivering truly disruptive tech. You’ll give your all alongside some of the brightest, most resilient people in the industry—and in return, you’ll enjoy the growth opportunities, support, flexibility and benefits you need for an exhilarating life both on and off the job.
Be inspired. Be yourself. That’s #LifeAtCapitalOne.
Creating a Culture of Belonging
At Capital One, we value diversity, inclusion and belonging at our core. We’re building a place of belonging—where everyone can feel seen, heard, valued and free to be their authentic selves. We want to be a place of opportunity—where associates from all backgrounds innovate for our customers and communities, and build meaningful, fulfilling careers.
We endeavor to be a welcoming and inspiring place for all. We seek and embrace diversity. And we’re committed to having a diverse and inclusive workforce, focused on increasing the representation of underrepresented groups, strengthening our culture of inclusion and belonging and harnessing our scale to invest in our communities.
We’re focused on three core principles to advance diversity, inclusion and belonging across Capital One:
Create a culture of belonging where everyone can thrive and innovate
Attract and develop talent from all backgrounds and experiences
Ensure our systems and programs promote fairness and equity
Get a career with more at Capital One. Discover it for yourself today.
Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, sexual orientation, gender identity, protected veteran status, disability or other protected status.
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