JOE - November 2012

 
Capital One
Risk Management
Commercial Bank
Quantitative Modeler
 
Position Title/Short Description
Title: Quantitative Modeler
Section: 5 -- Full-Time Nonacademic
Location: McLean and Richmond, VA, USA
JEL Classification: C -- Mathematical and Quantitative Methods
Keywords: Quantitative, Modeling
Deadline Information: There is no deadline for applications.

JOE ID Number: 201211_395648

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Full Text of JOE Listing:
Principal Associate - Quantitative Modeler

Capital One is one of world's largest, most analytically sophisticated financial service providers. Our growing company is known for giving affordable access to credit to tens of millions of customers worldwide. We also provide auto, home and business loans, plus banking and other financial services.

Expertise in quantitative analysis is central to our success in all these markets. Our 100+ modelers thrive in a culture of mutual respect, excellence and innovation. We have several opportunities available for top-notch quantitative professionals.

This position is part of Capital One's Risk Management division. 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.

Responsibilities
Development, enhancement and implementation of statistical and other quantitative models to support loss forecasting, Basel and economic capital calculations, and other business applications

Understanding technical issues in econometric and statistical modeling and applying these skills toward solving business problems

Full ownership of the model development process: from conceptualization through data exploration, model selection and validation, implementation, business user training

Monitoring statistical model performance and providing technical guidance to business leadership

Identifying opportunities to apply quantitative methods to improve business performance

Communicating technical subject matter clearly and concisely to individuals from various backgrounds

Basic Qualifications
Masters degree in Econometrics, Statistics, Mathematics or another related field of study

Proficiency in key econometric and statistical techniques (predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, data mining methods, and other advanced statistical and econometric techniques)

Authorization for continual employment in the United States
Strong SAS programming skills
Ability to communicate effectively and influence others

Preferred:
PhD in Econometrics, Statistics, Mathematics or other related fields of study
Experience with very large datasets
Background and experience in consumer or commercial risk, especially scoring, and forecasting models
Application Instructions:

Please submit resume to hayley.sykes@capitalone.com and clearly mark AEA APPLICANT in the subject heading. Qualified applicants will be invited to apply directly to the appropriate position after review of their credentials.

Email for Applications: hayley.sykes@capitalone.com
Informational URL: http://www.capitalone.com


For more information, email: hayley.sykes@capitalone.com

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