Manager, Quantitative Analysis: Model Risk Audit

Capital One; New York (NY); On-site; USD 211,000 - 241,000; Full time

Job summary

Capital One seeks a Manager of Quantitative Analysis – Model Risk Audit to review models and risk practices across the enterprise, partnering with business lines to deliver analytical solutions. The role emphasizes cloud-based, data-driven methods and clear communication.

Candidates should hold a quantitative degree with extensive experience in econometrics, ML, Python/R, and rigorous model documentation; the position offers competitive pay in New York and opportunities to lead fast-paced,

Qualifications

• Bachelor’s or higher in a quantitative field with required analytics experience by start date.
• Master’s or PhD preferred with several years of data analytics experience.
• Experience in financial institutions and model risk a plus.

Responsibilities

• Apply econometric, statistical and ML methods to generate insights for business and customers.
• Communicate complex results clearly to diverse audiences.
• Collaborate with business lines to enhance modeling and analytic frameworks.
• Develop cloud-based analytic solutions across Capital One entities.
• Identify opportunities to apply ML and automation to improve performance.

Skills

Econometric analysis

Machine learning

Communication of technical topics

Quantitative data analytics

Python

R

Education

Bachelor’s Degree in a quantitative field

Master’s Degree in a quantitative field or MBA with a quantitative concentration

PhD in a quantitative field

Tools

Python

R

Statistical modeling tools

LLMs / Generative AI tools

Job description

Capital One seeks a Manager of Quantitative Analysis – Model Risk Audit to review models and risk practices across the enterprise, partnering with business lines to deliver analytical solutions. The role emphasizes cloud-based, data-driven methods and clear communication.

Candidates should hold a quantitative degree with extensive experience in econometrics, ML, Python/R, and rigorous model documentation; the position offers competitive pay in New York and opportunities to lead fast-paced,