JOE Listings (Job Openings for Economists)

August 1, 2015 - January 31, 2016

Capital One Financial Services

This listing is inactive.
Risk Management
Credit Modeling
Principal Quantitative Modeler

JOE ID Number: 2015-02_111453528
Date Posted: 09/21/2015
Date Inactive: 01/31/2016
Position Title/Short Description
Title: Principal Quantitative Modeler
Section: Full-Time Nonacademic
Location: McLean, Virginia, UNITED STATES
JEL Classifications:
G -- Financial Economics
00 -- Default: Any Field
Full Text of JOE Listing:

Capital One is one of world’s largest, most analytically sophisticated financial service providers. Our growing Fortune 500 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.

• 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:
• Master’s 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

• 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 Requirements:
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Application Instructions:
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