Manager, Quantitative Analysis - Credit Risk

Employer
Capital One
Location
McLean, Virginia
Posted
Jan 08, 2021
Closes
Jan 14, 2021
Ref
R104832
Function
Finance
Hours
Full Time
McLean 1 (19050), United States of America, McLean, Virginia

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.

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