Statistical Analysis Manager (CAN) Job Job Details
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| Employer: | Capital One | Job Ref No: | 634226121 | Job Title: | Statistical Analysis Manager (CAN) Job | Sector: | Other | Sub Sector: | Other | Risk Type: | Other | Expertise: | Risk Manager | Description Manager - Quantitative Modeler Toronto, Ontario (North York Centre) Capital One is one of world's largest, most analytically sophisticated financial service providers. Our growing Fortune 500 company is known for giving affordable access to credit to tens of millions of customers worldwide. We also provide auto, home and business loans, plus banking and other financial services. Expertise in quantitative analysis is central to our success in all these markets. Our 100+ modelers thrive in a culture of mutual respect, excellence and innovation. We have several opportunities available for top-notch quantitative professionals. This position is part of Capital One's Risk Management division. Successful candidates will partner cross-functionally with business throughout the company to deliver breakthrough analytical solutions to support a winning strategy in a continually changing business environment. Responsibilities Responsible for the development and implementation of retail segmentation and PD/EAD/LGD models as part of the Basel II Implementation Program. - Assist in assessing modeling methodologies and approaches for retail credit risk. - Full ownership of the entire model development process: o Data collection, exploration, and evaluation o Model design, development, selection and testing o Documenting model development process including methodologies considered, modeling recommendations, and analytic results o Drafting implementation requirements - Ongoing maintenance (refinement) and conducting performance monitoring post implementation of the model. - Respond to auditor and regulatory reviewers for analytical inquiries and defend analytical process and model results Qualifications Requirements Basic: - Master's degree in economics, statistics, operations research, or other quantitative disciplines - 4+ years of experience in credit risk modeling in banking or financial service industry - 1+ years of Basel II PD/EAD/LGD modeling experience - High degree of proficiency in SAS and SQL - Demonstrated ability to work across organizational boundaries and well developed interpersonal skills - Exceptional verbal and written communication skills, and technical writing skills for report writing, business requirement proposals, client interaction, and methodology documentation. - Ability to effectively manage multiple priorities and timelines Preferred: - Ph.D. in economics, statistics, operations research, or other quantitative disciplines - 5+ years of experience in credit risk modeling in banking or financial service industry - 3+ years of Basel II PD/EAD/LGD modeling experience J2W:LI Job: Quantitative Analytics Primary Location: Canada-Ontario-Toronto-Canada-North American Center (93006) Schedule: Full-time Travel: Yes, 10 % of the Time Job Posting: Unposting Date: | Employment Type: | Full Time | Region/Country: | Americas, United States | States/Counties: | Ontario | City: | Toronto | Address: | Post Date: | 04/16/2012 |
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