MODELING AT CAPITAL ONE

Principal Associate - Quantitative Modeler
McLean, Virginia (Washington, D.C. Metro area)

This job posting is for applicants attending
the American Economic Association 2014 Annual Meeting

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.

Responsibilities:
• 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
• At least 1 year of experience 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)
• At least 1 year of experience using SAS

Preferred Qualifications:
• Ph.D in Econometrics, Statistics, Mathematics or other related fields of study
• Experience working with very large datasets
• 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
*No agencies please
*Capital One is an equal opportunity employer committed to diversity in the workplace
*Capital One promotes a drug-free workplace

**This job posting is for applicants attending
the American Economic Association 2014 Annual Meeting**
AEA 2014 ANNUAL MEETING ATTENDEES PLEASE EMAIL A COPY OF YOUR CURRENT RESUME TO: RecruitAEA@capitalone.com