Capital One
Manager, Quantitative Analysis - Model Risk Audit at Capital One
Overview
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Manager, Quantitative Analysis - Model Risk Audit
role at
Capital One . At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988. This continues as we scale with cloud computing and machine learning across billions of customer records to unlock opportunities that save people money and time. In Capital One’s Model Audit team you will review models and model risk practices across the enterprise, raise model risk issues, and provide assurance to the Audit Committee. You will partner cross-functionally with business units to deliver analytical solutions and drive innovation, including next-generation features powered by NLP and Generative AI technologies. Responsibilities and Skills
Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for the business and customers Communicate technical subject matter clearly to individuals from various backgrounds Partner with lines of business to enhance modeling and analytical frameworks Work across Capital One entities to create novel analytical solutions to challenging business problems Identify opportunities to apply quantitative methods, machine learning, and automation to improve performance and efficiency Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data Expertise and culture
Expertise in quantitative analysis is central to our success. Our modelers thrive in a culture of mutual respect, excellence and innovation. Successful candidates would possess
Strong understanding of quantitative analysis methods in relation to financial institutions Demonstrated track record in machine learning and econometric analysis Experience utilizing model estimation tools Ability to clearly communicate modeling results to a wide range of audiences Drive to develop and maintain high quality and transparent model documentation Strong written and verbal communication skills Strong presentation skills Proficiency in key econometric and statistical techniques (predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods) Basic Qualifications
Currently has, or is in the process of obtaining, one of the following with an expectation that the degree will be obtained by start date: Bachelor's Degree in a quantitative field plus 6 years of data analytics experience Master's Degree in a quantitative field or MBA with quantitative concentration plus 4 years of data analytics experience PhD in a quantitative field plus 1 year of data analytics experience Preferred Qualifications
PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines 2 years of experience manipulating and analyzing large data sets 2 years of experience with advanced machine learning technologies including language models, LLMs and/or Generative AI technologies 3-4 years of experience with Python, R or other statistical analyst software 4 years of experience in statistical modeling, regression analytics or machine learning Capital One will consider sponsoring a new qualified applicant for employment authorization for this position. Compensation and location
The minimum and maximum full-time annual salaries for this role are listed below, by location. Salaries for part-time roles will be prorated. Plano, TX: $175,800 - $200,700; McLean, VA: $193,400 - $220,700; New York, NY: $211,000 - $240,800; Richmond, VA: $175,800 - $200,700; Riverwoods, IL: $175,800 - $200,700. The actual offer will reflect the location and start date. This role may be eligible for performance-based incentives. EEO and accommodations
Capital One is an equal opportunity employer (EOE, including disability/vet). Capital One will consider qualified applicants with criminal histories consistent with applicable laws. If you require an accommodation, contact Recruiting Accommodation at 1-800-304-9102 or RecruitingAccommodation@capitalone.com. For technical questions about the recruiting process, email Careers@capitalone.com. Capital One does not endorse third-party products or services and is not liable for information provided by third parties. Capital One does not provide, endorse, or guarantee third-party products or services. Capital One Financial is made up of several entities; postings in Canada, the United Kingdom and the Philippines refer to Capital One Canada, Capital One Europe, and Capital One Philippines Service Corp. respectively.
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Join to apply for the
Manager, Quantitative Analysis - Model Risk Audit
role at
Capital One . At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988. This continues as we scale with cloud computing and machine learning across billions of customer records to unlock opportunities that save people money and time. In Capital One’s Model Audit team you will review models and model risk practices across the enterprise, raise model risk issues, and provide assurance to the Audit Committee. You will partner cross-functionally with business units to deliver analytical solutions and drive innovation, including next-generation features powered by NLP and Generative AI technologies. Responsibilities and Skills
Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for the business and customers Communicate technical subject matter clearly to individuals from various backgrounds Partner with lines of business to enhance modeling and analytical frameworks Work across Capital One entities to create novel analytical solutions to challenging business problems Identify opportunities to apply quantitative methods, machine learning, and automation to improve performance and efficiency Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data Expertise and culture
Expertise in quantitative analysis is central to our success. Our modelers thrive in a culture of mutual respect, excellence and innovation. Successful candidates would possess
Strong understanding of quantitative analysis methods in relation to financial institutions Demonstrated track record in machine learning and econometric analysis Experience utilizing model estimation tools Ability to clearly communicate modeling results to a wide range of audiences Drive to develop and maintain high quality and transparent model documentation Strong written and verbal communication skills Strong presentation skills Proficiency in key econometric and statistical techniques (predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods) Basic Qualifications
Currently has, or is in the process of obtaining, one of the following with an expectation that the degree will be obtained by start date: Bachelor's Degree in a quantitative field plus 6 years of data analytics experience Master's Degree in a quantitative field or MBA with quantitative concentration plus 4 years of data analytics experience PhD in a quantitative field plus 1 year of data analytics experience Preferred Qualifications
PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines 2 years of experience manipulating and analyzing large data sets 2 years of experience with advanced machine learning technologies including language models, LLMs and/or Generative AI technologies 3-4 years of experience with Python, R or other statistical analyst software 4 years of experience in statistical modeling, regression analytics or machine learning Capital One will consider sponsoring a new qualified applicant for employment authorization for this position. Compensation and location
The minimum and maximum full-time annual salaries for this role are listed below, by location. Salaries for part-time roles will be prorated. Plano, TX: $175,800 - $200,700; McLean, VA: $193,400 - $220,700; New York, NY: $211,000 - $240,800; Richmond, VA: $175,800 - $200,700; Riverwoods, IL: $175,800 - $200,700. The actual offer will reflect the location and start date. This role may be eligible for performance-based incentives. EEO and accommodations
Capital One is an equal opportunity employer (EOE, including disability/vet). Capital One will consider qualified applicants with criminal histories consistent with applicable laws. If you require an accommodation, contact Recruiting Accommodation at 1-800-304-9102 or RecruitingAccommodation@capitalone.com. For technical questions about the recruiting process, email Careers@capitalone.com. Capital One does not endorse third-party products or services and is not liable for information provided by third parties. Capital One does not provide, endorse, or guarantee third-party products or services. Capital One Financial is made up of several entities; postings in Canada, the United Kingdom and the Philippines refer to Capital One Canada, Capital One Europe, and Capital One Philippines Service Corp. respectively.
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