Senior Manager, Statistical Analysis: Operational Risk Model Validation Job recruitment

Senior Manager, Statistical Analysis: Operational Risk Model Validation-718896

Description
Responsibilities:

A Sr. Manager, Model Validation will lead a group in the validation of operational risk models used for general enterprise risk management as well as calculating regulatory and economic capital.

The work will encompass:

- Contributing to a team in charge of validating operational risk models across business units at Capital One

- Utilizing advanced statistical, financial and economic concepts to produce analysis that can be used by management to quantify and control operational risk

- Organizing complex projects associated with the work described above and presenting the result of his or her analysis to senior management
- Influencing positive change through leadership, sound statistical and quantitative analysis and demonstrated subject matter expertise

Qualifications

Basic Qualifications:

- Master's degree in a quantitative field: Economics, Finance, Statistics, Mathematics, Physics or a related discipline

- 5+ years- experience with operational risk modeling and management

- 5+ years- work with probability theory and applied statistical techniques

- 3+ years- hands-on experience in SAS, R, Matlab or similar software

Preferred Qualifications:

- Ph.D. in a quantitative field: Economics, Finance, Statistics, Mathematics, Physics or a related discipline

- 7+ years in financial services

- Familiarity with US Basel Requirements

- Excellent communication and presentation skills

- Ability to influence positive change at all levels in the organization

*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. We promote a drug-free work environment. We emphasize recruiting, hiring, and retaining the most qualified candidates and providing them with the opportunity to meet their potential. We provide an environment where differences lead to solutions.

J2W: LI

Job : Quantitative Analytics
Primary Location : United States-Virginia-McLean-Northern VA-McLean Campus (19050)
Schedule : Full-time
Travel : No

Job Posting :
Unposting Date :