Job Description

Center 2 (19050), United States of America, McLean, Virginia

Principal Quantitative Modeler AEA 2021

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 Ones 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:

* Work across the entire spectrum of Capital One businesses to create novel analytical solutions to the most challenging business problems
* Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data
* Develop, enhance and implement robust statistical and other quantitative models to support loss forecasting, stress testing, capital management, and other business applications
* Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
* Fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring
* Providing technical guidance to business leadership
* Communicate technical subject matter clearly and concisely to individuals from various backgrounds

Basic Qualifications:

* Masters degree
* At least 1 year of experience in econometric or statistical modeling
* At least 1 year of experience with large scale data analysis
* At least 1 year of experience with R, or Python

Preferred Qualifications:

* PhD in Econometrics, Statistics, Mathematics or related field of study
* Proficiency in key econometric and statistical techniques (such as predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods)
* 2+ years of experience with R, or Python
* 2+ years of experience with large scale data analysis
* Background and experience in consumer or commercial risk, especially scoring, and forecasting models
* Ability to communicate effectively and influence others

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.