Capital One

Position Title/Short Description

Full Text of JOE Listing:

This job posting is for applicants attending
the American Economics Association 2015 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:
• 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:
• Master’s Degree in Statistics, Economics, Mathematics, Industrial Engineering, Operations Research, or another related field of study
• 4 years’ experience in Statistical or Econometrics hands-on work (can include Graduate School Research work)
• At least 1 year experience with credit risk modeling or consumer behavior modeling
• At least 2 years’ experience using SAS

Preferred Qualifications:
• Doctorate in Economics, Statistics, or Mathematics
• At least 5 years’ experience in Statistical hands-on work
• At least 5 years’ experience using SAS
• At least 2 years’ experience manipulating and performing analysis with large databases
• At least 2 years’ experience in Credit Risk Modeling or Mortgage Risk Modeling

*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

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AEA 2015 ANNUAL MEETING ATTENDEES PLEASE EMAIL A COPY OF YOUR CURRENT RESUME TO: RecruitAEA@capitalone.com