Lead Quantitative Analytics - Model Risk Audit

Capital One; McLean (VA); On-site; USD 197,000 - 225,000; Full time

Job summary

Capital One is seeking a Manager, Quantitative Analysis - Model Risk Audit to join our enterprise-wide model risk audit function in McLean, VA. You will lead applying econometric, statistical and ML methods to review models and raise risk issues with stakeholders across the organization.

The role requires strong communication, cross-functional collaboration, and the ability to document high-quality model governance.

Qualifications

• Master’s degree or MBA with 4 years in quantitative analytics or a PhD with 1 year of experience.
• 4+ years in statistical or econometric modeling and regression; programming in R/Python/SQL.
• 4+ years in 3+ skills: survival analysis, time-series, panel data, ML, big datasets.

Responsibilities

• Apply econometric, statistical and ML methods to generate insights and decision frameworks.
• Stay on the leading edge of analytical technology and tools.
• Communicate technical results clearly to diverse audiences.
• Collaborate to enhance modeling and analytical frameworks across the enterprise.
• Develop and maintain high-quality, transparent model documentation.

Skills

Quantitative analysis

Machine learning

Econometric analysis

Python

R

SQL

Communication skills

Presentation skills

Education

Master’s degree in quantitative field

PhD in quantitative field

MBA with quantitative concentration

Tools

Python

R

SQL

Job description

Capital One is seeking a Manager, Quantitative Analysis - Model Risk Audit to join our enterprise-wide model risk audit function in McLean, VA. You will lead applying econometric, statistical and ML methods to review models and raise risk issues with stakeholders across the organization.

The role requires strong communication, cross-functional collaboration, and the ability to document high-quality model governance.