Manager, Quantitative Analyst - Commercial Credit Modeling Team @ Capital One

Manager, Quantitative Analyst - Commercial Credit Modeling TeamAt Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.Capital One’s Commercial Bank Team has a $100B+ loan portfolio that has grown organically and via acquisitions, covering C&I, CRE, and Structured Products. On this team, you’ll get an opportunity to solve a diverse set of problems with a diverse set of tools. In some settings, you’ll leverage open source programming or cloud computing to predict credit risk loss across multi-million record datasets using statistical techniques. In other settings, you’ll get the opportunity to use completely different skill sets, blending business thinking with simulation and quantitative tools when forecasting rare or unprecedented events. It’s a growing team full of exciting opportunities to solve a range of complex problems.Responsibilities:Led a pod of quantitative analysts to develop simulation-based structural models to project credit risk losses for the Structured Finance LOB, covering a wide range of applications, e.g. internal risk rating, loss forecasting, stress testing, and loan pricingPartner with the Business Analyst, Underwriter, Credit Officer and other key stakeholders to understand the deal structure, cash flow dynamics, key…

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