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Sr. Manager, Quantitative Analytics

McLean, VA
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  • Job Code
    capitalone2-R31490
Company Capital One

Job Title: Sr. Manager, Quantitative Analytics

JobID: capitalone2-R31490

Location: McLean, VA, 22106, USA

Description: McLean 1 (19050), United States of America, McLean, Virginia



At Capital One, we’re building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.



Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.



Sr. Manager, Quantitative Analytics



Capital One, a Fortune 500 company and one of the nation’s top 10 banks, is one of the largest, most analytically sophisticated Financial Services providers in the world. We offer a broad spectrum of financial products and services to consumers, small businesses and commercial clients. We nurture a work environment where people with a variety of thoughts, ideas and backgrounds, guided by our shared Values, come together to make Capital One a great company and a great place to work.



This position in Capital One’s Capital Markets Analytics – Advanced Analytics team offers the candidate a unique opportunity to be part of a dynamic analytics and modeling team and work with various cross-functional teams, with a focus on leading behavioral modeling of consumer and small business deposits and other fixed income products as well as conducting econometric modeling for the balance sheet. We are currently looking for candidates with strong modeling and analytical skills. This position will be a key lead in developing and enhancing the deposit modeling framework to support multiple business purposes in Capital One.



**Responsibilities and Skills:**



+ Play a key role in the research and development of retail deposits models

+ Develop econometric models for the balance sheet

+ Identify opportunities to apply quantitative methods to improve business performance

+ Strong understanding of fixed income risk measurement and Asset & Liability Management (ALM) concepts;

+ Demonstrate strong track-of-record in behavior model development and experience with the model estimation tools such as Python, R, or SAS

+ Ability to clearly communicate models and methods to management, model risk office, regulator and other modelers

+ Develop and maintain high quality and transparent documentation



**Basic Qualifications:**



+ Master’s Degree



**Preferred Qualifications:**



+ Ph.D. in Statistics, Econometrics, Mathematics, Financial Engineering, Operations Research or Physics

+ Strong behavior modeling experience for complex fixed income products, such as deposits balance attrition, mortgages prepayment or default, etc.

+ At least 5 years of experience in statistical or econometric modeling



Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.



TBLI



Categories

  • Financial Services
  • Management

At Capital One, we’re building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.                                               


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Sr. Manager, Quantitative Analytics

Capital One
McLean, VA

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Sr. Manager, Quantitative Analytics

Capital One
McLean, VA

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