Talent.com
Manager, Quantitative Analysis - Model Risk Audit

Manager, Quantitative Analysis - Model Risk Audit

Hispanic Technology Executive CouncilMcLean, VA, United States
3 days ago
Job type
  • Full-time
  • Part-time
Job description

Manager, Quantitative Analysis - Model Risk Audit

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! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.

As a Quantitative Analyst at Capital One, youll be part of a team thats leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.

As part of Capital Ones Model Audit team, you will have a unique vantage point to review models and model risk practices across the enterprise and the opportunity to connect the dots to raise the appropriate model risk issues and provide assurance to the Audit Committee. Successful candidates will partner cross-functionally with business throughout the company to deliver breakthrough analytical solutions to support a winning strategy in a continually changing business environment. You will be the driving force to experiment, innovate, and create next-generation features powered by the latest emerging NLP and Generative AI technologies. If you love a fast-paced, highly rewarding environment, and you love being a builder and communicator, this is the place for you.

Responsibilities and Skills :

  • Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
  • Communicate technical subject matter clearly and concisely to individuals from various backgrounds
  • Partner with the various lines of business to enhance modeling and analytical framework
  • Work across Capital One entities to create novel analytical solutions to the challenging business problems
  • Identify opportunities to apply quantitative methods, machine learning, and automation solutions to improve business performance and process efficiencies
  • Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data

Expertise in quantitative analysis is central to our success in all markets. 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 (such as 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 required degree will be obtained on or before the scheduled start date :
  • 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
  • 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 years of experience with Python, R or other statistical analyst software
  • 4 years of experience in statistical modeling or regression analytics or machine learning
  • Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.

    The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

    Plano, TX : $175,800 - $200,700 for Manager, Quantitative Analysis McLean, VA : $193,400 - $220,700 for Manager, Quantitative Analysis New York, NY : $211,000 - $240,800 for Manager, Quantitative Analysis Richmond, VA : $175,800 - $200,700 for Manager, Quantitative Analysis Riverwoods, IL : $175,800 - $200,700 for Manager, Quantitative Analysis

    Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidates offer letter.

    This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and / or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

    Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

    This role is expected to accept applications for a minimum of 5 business days.No agencies please. Capital One is an equal opportunity employer (EOE, including disability / vet) committed to non-discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York Citys Fair Chance Act; Philadelphias Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

    If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

    For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com

    Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

    Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).

    Manager, Quantitative Analysis - Model Risk Audit

    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! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.

    As a Quantitative Analyst at Capital One, youll be part of a team thats leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.

    As part of Capital Ones Model Audit team, you will have a unique vantage point to review models and model risk practices across the enterprise and the opportunity to connect the dots to raise the appropriate model risk issues and provide assurance to the Audit Committee. Successful candidates will partner cross-functionally with business throughout the company to deliver breakthrough analytical solutions to support a winning strategy in a continually changing business environment. You will be the driving force to experiment, innovate, and create next-generation features powered by the latest emerging NLP and Generative AI technologies. If you love a fast-paced, highly rewarding environment, and you love being a builder and communicator, this is the place for you.

    Responsibilities and Skills :

  • Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
  • Communicate technical subject matter clearly and concisely to individuals from various backgrounds
  • Partner with the various lines of business to enhance modeling and analytical framework
  • Work across Capital One entities to create novel analytical solutions to the challenging business problems
  • Identify opportunities to apply quantitative methods, machine learning, and automation solutions to improve business performance and process efficiencies
  • Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data
  • Expertise in quantitative analysis is central to our success in all markets. 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 (such as 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 required degree will be obtained on or before the scheduled start date :
  • 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
  • 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 years of experience with Python, R or other statistical analyst software
  • 4 years of experience in statistical modeling or regression analytics or machine learning
  • Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.

    The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

    Plano, TX : $175,800 - $200,700 for Manager, Quantitative Analysis McLean, VA : $193,400 - $220,700 for Manager, Quantitative Analysis New York, NY : $211,000 - $240,800 for Manager, Quantitative Analysis Richmond, VA : $175,800 - $200,700 for Manager, Quantitative Analysis Riverwoods, IL : $175,800 - $200,700 for Manager, Quantitative Analysis

    Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidates offer letter.

    This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and / or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

    Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at theCapital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

    This role is expected to accept applications for a minimum of 5 business days.No agencies please. Capital One is an equal opportunity employer (EOE, including disability / vet) committed to non-discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York Citys Fair Chance Act; Philadelphias Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

    If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

    For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com

    Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

    Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).

    Create a job alert for this search

    Manager Model Risk • McLean, VA, United States

    Related jobs
    • Promoted
    Program Manager

    Program Manager

    Leonardo DRSFrederick, MD, United States
    Full-time
    The Leonardo DRS Airborne and Intelligence Systems business is a global leader and strategic partner committed to delivering world-class, full life-cycle defense and intelligence products that prot...Show moreLast updated: 9 days ago
    • Promoted
    Director of Organizational Assessment and Accreditation

    Director of Organizational Assessment and Accreditation

    InsideHigherEdFrederick, Maryland, United States
    Full-time +1
    Director of Organizational Assessment and Accreditation.The Director of Organizational Assessment and Accreditation leads the development, coordination, and continuous improvement of assessment str...Show moreLast updated: 30+ days ago
    • Promoted
    Compensation & Equity Manager

    Compensation & Equity Manager

    Shimadzu Scientific InstrumentsColumbia, MD, United States
    Full-time
    Established in 1975, Shimadzu Scientific Instruments is one of the largest suppliers of analytical instrumentation, physical testing, and environmental monitoring systems in the world.Ground-breaki...Show moreLast updated: 30+ days ago
    • Promoted
    Assistant Actuary

    Assistant Actuary

    Legal & General AmericaFrederick, MD, United States
    Full-time
    At Legal & General America, we aim to make a positive difference in the lives of our customers, partners, colleagues, and the communities in which they live. As a recognized market leader of term li...Show moreLast updated: 30+ days ago
    • Promoted
    Credit Model Quantitative Lead (Hybrid)

    Credit Model Quantitative Lead (Hybrid)

    M&T BankWashington, DC, United States
    Full-time
    Work Arrangement / Location : This is a hybrid position requiring in-office work three days every week.Ideally the position will be based in Buffalo, NY but may be in an M&T office in Buffalo, NY, Bal...Show moreLast updated: 3 days ago
    • Promoted
    Credit Modeling Senior Manager

    Credit Modeling Senior Manager

    PwCWashington, DC, United States
    Full-time
    At PwC, our people in data and analytics focus on leveraging data to drive insights and make informed business decisions. They utilise advanced analytics techniques to help clients optimise their op...Show moreLast updated: 3 days ago
    • Promoted
    Medical Director

    Medical Director

    National Veterinary AssociatesPurcellville, VA, US
    Full-time
    Blue Ridge Veterinary Associates.Imagine leading a practice where\nyour team saves wildlife before breakfast, performs complex surgeries by\nafternoon, and mentors the next generation of veterinari...Show moreLast updated: 30+ days ago
    • Promoted
    Audit Senior

    Audit Senior

    CyberCodersColumbia, MD, US
    Full-time
    This is with a Public Accounting Firm and requires Public Accounting experience.Years of Public Accounting Tax Experience. We are seeking a detail-oriented and experienced Audit Senior to join our d...Show moreLast updated: 30+ days ago
    • Promoted
    Algorithm Engineering Team Manager

    Algorithm Engineering Team Manager

    Leonardo DRSGermantown, MD, United States
    Full-time
    DRS RADA Technologies, a subsidiary of Leonardo DRS, is focused on proprietary radar solutions and legacy avionics systems supporting the defense industry globally. The company is a global pioneer o...Show moreLast updated: 26 days ago
    • Promoted
    Principal Quantitative Analyst - Model Risk Audit

    Principal Quantitative Analyst - Model Risk Audit

    Capital OneMcLean, VA, United States
    Full-time +1
    Principal Quantitative Analyst - Model Risk Audit.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 cr...Show moreLast updated: 3 days ago
    • Promoted
    Sr Manager, AML Risk Assessment

    Sr Manager, AML Risk Assessment

    Capital OneFalls Church, VA, US
    Full-time +1
    Sr Manager, AML Risk Assessment.Anti-Money Laundering (AML) is a key risk function within Capital One's Compliance & Ethics (C&E). In this role, you will work within Capital One's AML Program Risk O...Show moreLast updated: 30+ days ago
    • Promoted
    Principal Auditor- Cyber, Risk and Analysis Technology Audit (Hybrid)

    Principal Auditor- Cyber, Risk and Analysis Technology Audit (Hybrid)

    Capital OneFalls Church, VA, US
    Full-time +1
    Principal Auditor- Cyber, Risk and Analysis Technology Audit (Hybrid).Capital One's Audit function is a dedicated group of professionals focused on delivering top-quality assurance services to the ...Show moreLast updated: 30+ days ago
    • Promoted
    Senior Manager - Digital Fraud and Loss Trend Analytics (REMOTE VA, MD, NC, PA, GA)

    Senior Manager - Digital Fraud and Loss Trend Analytics (REMOTE VA, MD, NC, PA, GA)

    Atlantic Union BankWaldorf, MD, United States
    Remote
    Full-time
    The Senior Manager of Digital Fraud and Fraud Trend Analysis role will lead efforts to prevent and investigate digital Regulation E fraud, oversee fraud loss trend analysis, and drive implementatio...Show moreLast updated: 15 days ago
    • Promoted
    Audit Manager (Construction)

    Audit Manager (Construction)

    JobotGaithersburg, MD, US
    Full-time
    Hybrid, Fully Covered Insurance, Bonuses, Profit Sharing, 401K Match, Firm sponsored trips, and more!.This Jobot Job is hosted by : Kevin Shilney. Are you a fit? Easy Apply now by clicking the "Apply...Show moreLast updated: 30+ days ago
    • Promoted
    Payroll Functional Systems Manager

    Payroll Functional Systems Manager

    Loudoun County GovernmentLeesburg, VA, United States
    Full-time
    Loudoun County Government has been named one of Forbes' 2025 Best Large Employers!.We're proud to be recognized nationally for our commitment to employee satisfaction and excellence in public servi...Show moreLast updated: 14 days ago
    • Promoted
    Principal Auditor - Cyber, Risk and Analysis Technology Audit

    Principal Auditor - Cyber, Risk and Analysis Technology Audit

    Capital OneFalls Church, VA, US
    Full-time +1
    Principal Auditor - Cyber, Risk and Analysis Technology Audit.Capital One's Audit function is a dedicated group of professionals focused on delivering top-quality assurance services to the organiza...Show moreLast updated: 30+ days ago
    • Promoted
    Project Manager

    Project Manager

    LeidosAldie, VA, US
    Full-time
    We are seeking a highly organized and detail-oriented Project Manager who is responsible for leading and overseeing all aspects of project execution from initiation through completion for a.This in...Show moreLast updated: 30+ days ago
    • Promoted
    Medical Monitor - Safety Analyst I Clinical Trial / CRO

    Medical Monitor - Safety Analyst I Clinical Trial / CRO

    NSF InternationalGermantown, MD, United States
    Full-time
    The Medical Monitor / Safety Data Analyst processes Adverse Event (AE) and Serious Adverse Event (SAE) cases promptly and with medical accuracy. The Medical Monitor / Safety Data Analyst will also ass...Show moreLast updated: 30+ days ago