Senior Quant Analytics Lead: Model Risk Office

Capital One; McLean (VA); On-site; USD 230,000 - 262,000; Full time

Job summary

Capital One seeks a Senior Quantitative Manager to lead model development and risk assessment across large data sets. You’ll work with Python, R, SQL and open-source tools to advance loan loss forecasting and ACL frameworks, reporting to senior management.

Strong communication and mentoring skills are essential as you partner with model development, risk, and Agile teams in a fast-paced, data-driven environment. This role offers competitive compensation and benefits.

Qualifications

• Master’s or PhD in a quantitative field.
• 5+ years in quantitative analytics.
• Statistical or econometric modeling and regression.
• Programming in R, Python, or SQL.
• Experience presenting results to non-statistical audiences.

Responsibilities

• Remain on the leading edge of analytical technology and tools.
• Develop alternative model approaches for design and risk.
• Understand business processes and portfolios tied to model use.
• Apply econometric, statistical and ML methods to models and risks.
• Communicate results clearly to management and stakeholders.
• Maintain accuracy of models with documentation and best practices.

Skills

Python

R

SQL

Modeling

Machine learning

Education

Master's degree

PhD

Job description

Capital One seeks a Senior Quantitative Manager to lead model development and risk assessment across large data sets. You’ll work with Python, R, SQL and open-source tools to advance loan loss forecasting and ACL frameworks, reporting to senior management.

Strong communication and mentoring skills are essential as you partner with model development, risk, and Agile teams in a fast-paced, data-driven environment. This role offers competitive compensation and benefits.