JOE Listings (Job Openings for Economists)

August 1, 2015 - January 31, 2016

Capital One Financial Services

This listing is inactive.
Risk Management
Credit Modeling
Manager, Quantitative Modeling

JOE ID Number: 2015-02_111453529
Date Posted: 09/21/2015
Date Inactive: 01/31/2016
Position Title/Short Description
Title: Manager, Quantitative Modeling
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.

• Lead the development, enhancement and implementation of statistical and other quantitative models to support loss forecasting, Basel and economic capital calculations, and other business applications
• Understand technical issues in econometric and statistical modeling and apply these skills toward solving business problems
• Full ownership of the model development process and relationship with the business customer: from conceptualization through data exploration, model selection and validation, implementation, business user training and support
• Develop model monitoring plan, monitor statistical model performance, and provide technical guidance to business leadership
• Identify opportunities to apply quantitative methods to improve business performance
• Communicate technical subject matter clearly and concisely to individuals from various backgrounds
• Develop quantitative modeling competencies of others within the same line of business. Teach and Mentor quantitative modelers
• May manage a team of 1-3 modelers.

Basic Qualifications:
• Masters Degree in Statistics, Economics, Math, Industrial Engineering or Operations Research
• 4 Years experience in Statistical, or Econometrics hands-on work (can include Graduate School Research work)
• 1 years of credit risk modeling or consumer behavior modeling
• 2 years experience using SAS

Preferred Qualifications:
• Doctorate in Economics, Statistics or Math
• 5 Years experience in Statistical hands-on work
• 5 Years experience using SAS
• 2 Years experience manipulating and performing analysis with large databases
• 2 Years experience in Credit risk modeling or Mortgage Risk Modeling

Application Requirements:
  • Application Instructions Below
Application deadline: 01/31/2016
Application Instructions:
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