JOE - November 2012

Statistician will lead a group or be an individual contributor in the validation of retail and commercial loss forecasting and Basel-related quantitative models used to measure risk of a wide arrange of financial assets, as well as calculating regulatory and economic capital.

The work will encompass:
--Leading or contributing to a team in charge of validating Basel-related and/or loss forecasting models for a large number of commercial and retail and portfolios at Capital One
--Researching and utilizing advanced statistical, financial and economic concepts
--Analyzing large data sets used by quantitative models
--Producing analysis that could be used by management in making business decisions such as pricing, risk mitigation and capital allocations
--Influencing positive change through leadership, sound statistical and quantitative analysis and demonstrated subject matter expertise

Positions available at various levels of experience:
--New graduate
--Early career (2-7 years)
--Mid-career (5-12 years)
--Advanced (10+ years)

Qualifications:
--Graduate degree in a quantitative field: Economics, Finance, Statistics, Mathematics, Physics or a related discipline
--Experience with applied statistical techniques: linear and non-linear regression, time series forecasting, panel data analysis, optimization, data mining or survival analysis
--Experience with economic forecasting, PD/LGD estimation techniques or economic capital calculations
--Experience with loss forecasting or pricing models for credit-sensitive assets (mortgages, auto loans, credit cards, commercial lending)
--Hands-on experience in SAS, R, Matlab, C++, C# or Java or similar software
--Familiarity with US Basel Requirements and/or Model Risk Management per OCC 2011-12
--Excellent communication and presentation skills
--Ability to influence positive change at all levels in the organization

*Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
*No agencies, please.
*Capital One is an equal opportunity employer committed to diversity in the workplace. We promote a drug-free work environment. We emphasize recruiting, hiring, and retaining the most qualified candidates and providing them with the opportunity to meet their potential. We provide an environment where differences lead to solutions.

PLEASE REVIEW OUR FULL JOB POSTINGS ON THE CAPITAL ONE CAREERS WEBSITE. INTERESTED APPLICANTS WHO MEET ALL BASIC QUALIFICATIONS MUST APPLY DIRECTLY USING ONE OF THE BELOW LINKS:

https://cscapitalone.taleo.net/careersection/jobdetail.ftl?lang=en&job=714412
(Requisition ID: 714412);

https://cscapitalone.taleo.net/careersection/jobdetail.ftl?lang=en&job=718107
(Requisition ID: 718107);

https://cscapitalone.taleo.net/careersection/jobdetail.ftl?lang=en&job=715150
(Requisition ID: 715150);

https://cscapitalone.taleo.net/careersection/jobdetail.ftl?lang=en&job=714451
(Requisition ID: 714451).