Job Description :
Position: Data Warehouse Modeler – Sr

Location: Richmond, VA
Duration: 6 months+

As a Model Developer, you will be working on developing and validating statistical models, developing model whitepapers, shepherding them thought the Model Governance process and monitoring/managing model health and performance. You will enhance your technical and analytical skills, while also working closely with business leaders to influence business strategy. With a network of over 200 quantitative analysts and statisticians, weve created a dynamic environment with plenty of room for you to learn, grow, and realize your full potential.
Specific responsibilities may include, but are not limited to:
Develop, test and implement statistical models using computational, mathematical and statistical or data analyses
Maintain existing models and develop enhancements based on model performance.
Perform model validation for statistical and other quantitative models used in identity services
Assess the quality and risk of model methodologies, outputs, and processes
Develop alternative model approaches to assess model design and advance future capabilities
Communicate clearly and concisely both verbally and through written communication via model whitepapers, monitoring plan and presentations
Work with the Model Risk Office to ensure adequate model governance
Understand relevant business processes and portfolios associated with model use
Understand technical issues in econometric, statistical and machine learning methods and apply these skills toward assessing model risks and opportunities
Basic Qualifications
Masters Degree in Financial Engineering, Quantitative Finance, Statistics, Economics, Mathematics, Operations Research, Engineering, Business or Physics
At least 2 years of experience in Financial Engineering or Financial Risk Management or Econometrics
At least 2 years of experience with large scale data analysis
At least 1 year of experience working with statistical modelling
Preferred Qualifications
Proficiency in key financial engineering or econometric or statistical techniques
Strong experience in programming
2+ years of experience with large scale data analysis
2+ years of experience with Python, or R
Experience with machine learning
Strong verbal and written communication skills
Additional Notes to Vendor :
Top skills:
Data modeler
AWS with cloud platform

Client : Capital One Financial Corporation