Lead Quantitative Analytics & Model Risk Audit

Capital One; Richmond (VA); On-site; USD 179,000 - 205,000; Full time

Benefits offered by this job

Health benefits

Performance incentives

Job summary

Capital One in Richmond, VA seeks a Quantitative Analyst to join the Model Audit team, reviewing models and risk practices across the enterprise and delivering analytical solutions for the Audit Committee.

The role emphasizes econometric and ML methods, collaboration with business lines, and clear communication of results to diverse audiences, with opportunities for incentives and career growth.

Qualifications

• Master’s or PhD in a quantitative field by start date or MBA with quantitative concentration +4 years analytics experience.
• 4+ years in statistical/econometric modeling, regression, and programming.
• Experience presenting results to non-statistical audiences.

Responsibilities

• Apply econometric, statistical and ML methods to generate actionable insights.
• Stay at the leading edge of analytical technology and tools.
• Communicate complex modeling concepts clearly to diverse audiences.
• Collaborate to enhance modeling frameworks across business lines.
• Develop and maintain high-quality model documentation.

Skills

Quantitative analysis methods

Econometric modeling

Linear and logistic regression

Programming in R, Python or SQL

Communicating statistical results

Documentation of models

Education

Master’s degree in a quantitative field

PhD in a quantitative field

MBA with quantitative concentration

Tools

Python

R

SQL

Job description

Capital One in Richmond, VA seeks a Quantitative Analyst to join the Model Audit team, reviewing models and risk practices across the enterprise and delivering analytical solutions for the Audit Committee.

The role emphasizes econometric and ML methods, collaboration with business lines, and clear communication of results to diverse audiences, with opportunities for incentives and career growth.