Capital One Financial Corporation

Position Title/Short Description

Full Text of JOE Listing:

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 Global Finance 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:
• Masters Degree in Statistics, Economics, Math, Industrial Engineering or Operations Research
• 4 Years experience in Statistical, or Econometric hands-on work (can include Graduate School Research work)
• 1 years of credit risk modeling or consumer behavior modeling
• 2 years experience using SAS
• 1 year experience using Python

Preferred Qualifications:
• Doctorate in Economics, Statistics or Math
• 5 Years experience in Statistical hands-on work
• 5 Years experience using SAS
• 2 Years experience using Python
• 2 Years experience manipulating and performing analysis with large databases
• 2 Years experience in Credit risk modeling or Mortgage Risk Modeling

Capital One is an equal opportunity employer committed to diversity in the workplace. Capital One promotes a drug-free workplace.

All qualified applicants will receive consideration for employment without regard to gender, race, color, age, national origin, religion, disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status protected by applicable national, federal, state or local law.

Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

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

No agencies please.