Associate - Manager, Quantitative Analysis – Credit Risk
Associate - Manager, Quantitative Analysis – Credit Risk position with Capital One Services, LLC in McLean, VA; Multiple positions available:
-Manage quantitative analysis projects involving application of mathematical and statistical methods to collect, organize, interpret, and summarize econometric data for quantitative modeling projects in support of valuation of risk, capital, and other statistical factors affecting business performance.
-Lead the development of quantitative models based on statistical and mathematical principles and perform statistical or econometric modeling and qualitative and quantitative data analysis and reporting applying quantitative, mathematical, and statistical concepts and data processing techniques including survival analysis, linear and logistic regression, and other statistical analysis tools and utilizing related statistical analysis software.
-Manage large datasets to collect, organize, analyze, interpret, and summarize large econometric data sets.
-Prepare detailed reports and presentations to senior management regarding the results of statistical analyses, including information in the form of graphs, charts, and tables understandable by non-specialists.
The position requires a Master’s Degree or foreign equivalent in Statistics, Economics, Operations Research, Mathematics, Science or a related quantitative field. Position also requires the following skills acquired through education or experience: quantitative or econometric data analysis; statistical or econometric modeling; linear and logistic regression; SAS or STATA; presentation of complex statistical concepts and research results to non-statistical audience; and at least 3 of the following skills acquired through education or experience: survival analysis modeling; TreeNet; CART; R; Unix; panel data analysis; cross-sectional data analysis; management and manipulation of large datasets (>100K records). Must pass company’s assessment.