JOE - December 2013

 
Capital One
Risk Management - Statistical Governance
Principal Associate, Statistical Analysis - Risk Management
 
Position Title/Short Description
Title: Principal Associate, Statistical Analysis - Risk Management
Section: 5 -- Full-Time Nonacademic
Location: McLean (Washington, DC), VA, USA
JEL Classification: Y9 -- Other
Deadline Date: 12/15/2013

JOE ID Number: 201312_399798

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Full Text of JOE Listing:
Principal Associate – Statistical Analysis
McLean, Virginia (Washington, D.C. Metro area)

As a Principal Statistician within Risk Management, you will validate credit, loss forecasting and Basel-related models that are used to measure credit risk and calculate capital requirements associated with a wide range of financial assets. You will enhance your technical and analytical skills, while also working closely with business leaders to influence business strategy.

Responsibilities:
• Using your analytic skills to assess the methodologies and processes used to develop and manage statistical, econometric, and financial models, and to identify potential model weaknesses
• Understanding business processes and portfolios associated with model use, and the nature of model use within those processes
• Benchmarking model methodologies and performance against alternative models
• Analyzing complex data to measure important statistical relationships and to identify data integrity issues
• Surveying industry practices and research related to model methodologies
• Communicating validation work to management, model owners, regulators, and auditors

Basic Qualifications:
• Master’s Degree in Economics, Statistics or similar quantitative field of study
• 1+ years’ experience with statistical modeling and analysis, such as data mining, regression, time series forecasting, panel data analysis, and survival analysis

Preferred Qualifications:
• Ph.D. in Economics, Statistics or similar quantitative field of study
• 1+ years of experience developing and/or validating models used in financial services, including experience analyzing data related to mortgages, auto loans, credit cards, commercial lending
• 2+ years’ experience with statistical modeling and analysis, such as data mining, regression, time series forecasting, panel data analysis, and survival analysis
• Modeling of regulatory and/or economic capital components such as probability of default (PD), exposure at default (EAD), and loss given default (LGD)
• Hands-on experience in SAS, R, Matlab or similar software
• Strong written and oral communication skills, coupled with strategic influencing skills and the ability to drive agreement through intellect, interpersonal and negotiation skills
• Familiarity with US Basel Requirements
• Experience handling large data sets
• Proficiency with Decision Tree software
• CFA, SQL, SAS and/or FRM certifications

*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
*Capital One promotes a drug-free workplace
Application Instructions:

**This job posting is for applicants attending
the American Economic Association 2014 Annual Meeting**

AEA 2014 ANNUAL MEETING ATTENDEES PLEASE EMAIL A COPY OF YOUR CURRENT RESUME TO: RecruitAEA@capitalone.com

Email for Applications: RecruitAEA@capitalone.com
Informational URL: http://capitalonecareers.com/


For more information, email: RecruitAEA@capitalone.com

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