Lead Quantitative Analyst - Model Risk & Validation

Capital One; McLean, Northern (VA, KY); Hybrid; USD 162,000 - 185,000; Full time

Job summary

Capital One is seeking a Principal Quantitative Analyst in the Model Risk Office. You will validate balance sheet forecasting and economic stress test models, collaborating across desks to deliver robust capital adequacy insights.

Strong programming in Python/C++, plus statistical methods, are essential as you drive model quality and governance. This role emphasizes cross-functional teamwork, cloud-based analytics, and clear communication with leadership, with a focus on transparency,

Qualifications

• Master's or PhD in a quantitative field plus 3 years of experience in quantitative analytics
• Statistical or econometric modeling experience required or strongly preferred
• Experience presenting statistical concepts to non-statistical audiences or leadership

Responsibilities

• Partner with lines of business to develop and enhance Capital Markets modeling and analytical framework
• Work across Capital One entities to create analytical solutions to business problems
• Apply quantitative methods and automation to improve performance and efficiency
• Collaborate in a cross-disciplinary team to build cloud-based data solutions
• Own the model validation process from conceptualization to testing and deployment

Skills

Python

C++

Statistical modeling

Time-series analysis

Machine learning

Education

Master's degree in quantitative field

PhD in quantitative field

Tools

SQL

R

Job description

Capital One is seeking a Principal Quantitative Analyst in the Model Risk Office. You will validate balance sheet forecasting and economic stress test models, collaborating across desks to deliver robust capital adequacy insights.

Strong programming in Python/C++, plus statistical methods, are essential as you drive model quality and governance. This role emphasizes cross-functional teamwork, cloud-based analytics, and clear communication with leadership, with a focus on transparency,