Job: Sr Statistical Analysis Mgr- Retail Model Validation for Basel II Job

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Jobing Description

Sr Statistical Analysis Mgr- Retail Model Validation for Basel II-631842

Description
Level: Sr. Manager

Capital One is searching for an experienced statistical leader to become the team lead for Retail Model Validation for Basel II models relating to Pillar I and Pillar II capital requirements. The role will be part of the Scoring Office (within Risk Management), which is responsible for the governance of all models and predictions across the enterprise.

Responsibilities:
- Lead a team in charge of directly validating all Basel-related models for all Retail portfolios at Capital One

- Ensure defendability of modeling results by providing effective challenge and independent review
- Directly contribute to a variety of validation activities, including review of model design, data review, building internal benchmark models, evaluating stress scenarios, and sensitivity analyses
- Influence the prevailing best practices for the core team of model builders
- Engage with regulators as needed to showcase independent review results
- Communicate important issues to senior management in business units and within Risk Management

- Direct management of other associates

Profile for Success:
- Credible technical and quantitative analysis skills

- Strong technical writing and communication of issues to stakeholders
- Interpersonal skills to support successful influence on issues of importance
- Ability to direct and mentor more junior staff
- Drive work results without heavy oversight from others
- Work simultaneously across multiple work engagements

Basic Qualifications:
- Masters Degree in Statistics, Economics, Math, Industrial Engineering or Operations Research
- 5 Years experience in Statistical, or Econometrics hands-on work (can include Graduate School Research work)
- 3 years experience building PD/LGD/EaD models for retail portfolios in a Basel setting
- 3 years experience using SAS

Preferred Qualifications:
- Doctorate in Economics, Statistics or Math
- Direct prior experience as a hands-on validator of models
- 5-10 Years experience in Statistical hands-on work
- 5-10 Years experience using SAS
- 2 Years experience manipulating and performing analysis with large databases
- 2 Years experience in Credit risk modeling

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

Qualifications
Basic Qualifications:
- Masters Degree in Statistics, Economics, Math, Industrial Engineering or Operations Research
- 5 Years experience in Statistical, or Econometrics hands-on work (can include Graduate School Research work)
- 3 years experience building PD/LGD/EaD models for retail portfolios in a Basel setting
- 3 years experience using SAS

Preferred Qualifications:
- Doctorate in Economics, Statistics or Math * Direct prior experience as a hands-on validator of models
- 5-10 Years experience in Statistical hands-on work
- 5-10 Years experience using SAS
- 2 Years experience manipulating and performing analysis with large databases
- 2 Years experience in Credit risk modeling

Job: Human Resources
Primary Location: United States-Virginia-McLean-Northern VA-McLean Campus (19050)

Other Locations:United States-Virginia-Richmond-Richmond-West Creek 3 (12073)
Schedule: Full-time
Travel: No