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Manager, Quantitative and Statistical Model Validation

McLean, VA, USA | Capital One

  • Industry:
    Financial Services
  • Position Type:
    Full-Time
  • Functions:
    Financial Services Professional
    Risk Management
  • Experience:
    3-5 years
Job Description:
49 people have viewed this job

• Develop and implement validation strategies for statistical and other quantitative models used in loss forecasting, allowance and stress testing for retail portfolios

• Assess the quality and risk of model methodologies, outputs, and processes

• Develop alternative model approaches to assess model design and advance future capabilities

• Understand relevant business processes and portfolios associated with model use

• Understand technical issues in econometric, statistical, and machine learning modeling and apply these skills toward assessing model risks and opportunities

• Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication via model validation reports and presentations

Basic Qualifications:

• Master’s Degree in Statistics, Data Science, Econometrics, Mathematics, Industrial Engineering, Operations Research, Technology or Physics

• 4 years’ experience in Statistical Modeling, Data Science or Econometrics hands-on work (can include Graduate School Research work)

• At least 1 year of experience with large scale data analysis

• At least 1 year of experience with R of Python

Preferred Qualifications:

• Doctorate in Econometrics, Statistics, Data Science, or Mathematics

• 5+ years’ experience in Statistical Modeling or Data Science hands-on work

• 2+ years’ experience manipulating and performing analysis with large databases

• Proficiency with R or Python

• Ability to communicate effectively and influence others

• 2+ years’ experience in Credit Card, Auto or Mortgage Risk Modeling

• Experience with Machine Learning


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