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Manager – Quantitative Analysis – BF – Commercial
| Company | Capital One |
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| Location | McLean, VA, USA |
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| Salary | $193400 – $220700 |
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| Type | Full-Time |
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| Degrees | PhD |
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| Experience Level | Mid Level, Senior |
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Requirements
- Strong understanding of quantitative analysis methods in relation to financial institutions
- Demonstrated track-record in statistical-learning and econometric analysis
- Strong coding skills in R or Python and drive to create efficient, accurate, and maintainable code with best practices
- Ability to clearly communicate modeling results and recommendations to senior leaders and maintain high standards of documentation
- Intellectual curiosity and a drive to produce best estimates that balance confidence and uncertainty
- Reverence for processes, controls, governance, and infrastructure
- Ability to manage a small team and timely completion of projects that require cross-team collaboration
Responsibilities
- Lead a team of quantitative analysts to enhance modeling of Commercial Volumes (balances, originations, prepayments)
- Partner with business experts and modelers in Finance, Risk, and Commercial Bank to deliver a coherent and cohesive suite of models to support finance outlook and project components of the Pre-provision Net Revenue
- Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies
- Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data and defensible assumptions
- Work effectively with challenge functions to ensure prompt and comprehensive support
- Effectively communicate technical subject matter to individuals from various backgrounds both verbally and through written materials
Preferred Qualifications
- PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines
- 5+ years of experience in statistical modeling, regression and econometric analysis, or machine learning
- 4+ years of commercial prepayment, balance, PPNR, and/or credit risk modeling experience
- 2+ years of experience managing a team of analysts
