Director Quantitative Analysis - Model Risk

Director Quantitative Analysis - Model Risk

In Capital One’s Model Risk Office, we defend the company against model failures and find new ways of making better decisions with models. We use our statistics, software engineering, and business expertise to drive the best outcomes in both Risk Management and the Enterprise. We understand that we can’t prepare for tomorrow by focusing on today, so we invest in the future: investing in new skills, building better tools, and maintaining a network of trusted partners. We learn from past mistakes, and develop increasingly powerful techniques to avoid their repetition.

As a Director of Quantitative Analysis, on any given day you’ll be:

- Assessing, challenging, and at times defending state-of-the-art decision-making systems to internal and regulatory partners

- Distilling disparate details of complex interconnected systems and models into concrete actions with clear business value

- Overseeing development of benchmark and challenger models to stress test critical modeling decisions

- Developing new ways of identifying weak spots in model predictions earlier and with more confidence than the best available methods

- Creating tools that make models better and manage model risk

The Ideal Candidate possess these attributes:

Communicator: You can communicate complex ideas clearly to technical and non-technical audiences alike.  Your team knows their priorities and you manage expectations with your broader cross-functional stakeholder network and leadership team.

Technical: Hands-on experience with model development through deployment, and subsequent monitoring. You have experience prototyping, implementing, and maintaining data science solutions.

Business-Minded: You can understand how to make tradeoffs and partner effectively to drive impactful business outcomes. We hold each other and our partners to a high bar: effective challenge, transparently acknowledging our mistakes, and using those learnings to foster growth and development.

Leader: your ideas and solutions shape the way the Enterprise tackles the most challenging problems in data science

Innovative: You continually research and evaluate emerging methods and technologies.

Strategic & analytic orientation: You have a proven track record of decision making and problem solving based on quantitative analytics and models. Conceptual thinking skills must be complemented by a strong quantitative orientation.

Strong business judgment: You should be a tenacious decision maker, able to bring a healthy, aggressive, yet responsible approach to business and models

Basic Qualifications:

- Bachelor’s Degree

- At least 9 years of experience in data & analytics

- At least 3 years’ experience working with statistical models

- At least 2 years working with commercial (wholesale) lending

Preferred Qualifications:

- Master’s degree

- 7 years’ experience in data analytics

- 5 years’ experience working with Commercial (wholesale) Lending

- 5 years’ experience working with or developing data science solutions

- 2 years’ experience as a people leader

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