Senior Business Analyst, Liquidity, Market, and Capital Risk Oversight
Core
Review and challenge credit loss forecasts for various lines of business to inform quarterly allowance and annual stress testing estimates.
Role type
Senior Business Analyst (Credit Risk)
Builds
Credit loss estimation frameworks and risk models
Domain
Financial Services / Credit Risk
Deliverable
production ML models
Required skills
Credit loss estimation, risk modeling, hypothesis testing, SQL querying, business analysis, statistical analysis, strategic thinking, quantitative analysis
Preferred skills
Statistical model building, market research, consulting experience
Technologies
SQL
Responsibilities
Identify assumptions and weaknesses in credit loss estimation frameworks, connect consumer credit trends to historical behavior, develop and implement processes for loss estimation oversight, collaborate with Capital One Credit Risk Management and Finance teams
Seniority
Senior, hands-on IC