Director of Quantitative Risk & ML Modeling

Capital One; McLean (VA); On-site; USD 269,000 - 307,000; Full time

Job summary

Capital One is seeking a senior Quantitative Analyst to lead risk modeling and validation efforts across Counterparty Credit Risk. You will develop and implement statistical models, assess methodologies, and present insights to diverse audiences.

The role requires strong coding skills (R/Python/SQL), advanced degrees in quantitative fields, and 7+ years of experience across multiple analytic techniques. Join a data-driven team at a Fortune 200 company with a culture of excellence.

Qualifications

• Master’s degree or PhD in a quantitative field required or expected by start date.
• At least 7 years of experience in statistical/econometric modeling, linear and logistic regression, and programming in R, Python, or SQL.
• Experience in 3+ of: survival analysis, time-series, panel data, cross-sectional data, ML, large datasets (>1M records).

Responsibilities

• Communicate clearly via model validation presentations and reports.
• Develop and implement strategies for statistical/financial models supporting Counterparty Credit Risk.
• Assess quality and risk of model methodologies, outputs, and processes.
• Develop alternative approaches to model design and deployment.
• Apply econometric, statistical, and machine learning methods to generate insights.
• Identify opportunities to apply quantitative methods and automation to improve performance and efficiency.

Skills

Statistical modeling

Econometric modeling

Linear regression

Logistic regression

Programming in R/Python/SQL

Presenting results

Education

Master's degree in quantitative field

MBA with quantitative concentration

PhD in quantitative field

Tools

R

Python

SQL

Job description

Capital One is seeking a senior Quantitative Analyst to lead risk modeling and validation efforts across Counterparty Credit Risk. You will develop and implement statistical models, assess methodologies, and present insights to diverse audiences.

The role requires strong coding skills (R/Python/SQL), advanced degrees in quantitative fields, and 7+ years of experience across multiple analytic techniques. Join a data-driven team at a Fortune 200 company with a culture of excellence.