Senior Quant Risk Leader — Model Risk Office

Capital One; Chicago (IL); On-site; USD 209,000 - 239,000; Full time

Job summary

Capital One is seeking a Senior Manager in Quantitative Analysis for its Model Risk Office. You will partner with model development and risk teams to advance loan loss forecasting and the ACL framework using econometric and machine learning techniques across billions of records.

You will lead a team, communicate complex results to senior management, and ensure high-quality documentation and open-source tool usage. Strong collaboration and Agile work are essential.

Qualifications

• Master's or MBA with quantitative concentration or PhD with quantitative field and 2–5 years in analytics.
• 5+ years in statistical/econometric modeling, regression, and data analysis.
• Proficiency in Python, R or SQL for modeling and validation.

Responsibilities

• Develop alternative model approaches and assess design and risk.
• Communicate modeling results clearly to management and stakeholders.
• Lead documentation, best practices, and continuous improvement.
• Apply econometric and ML methods to large datasets and portfolios.

Skills

Modeling

Python/R

ML

Communication

Agile

Econometrics

Data analysis

Education

Master’s or MBA with quantitative concentration

PhD in quantitative field

Tools

Python

R

SQL

Job description

Capital One is seeking a Senior Manager in Quantitative Analysis for its Model Risk Office. You will partner with model development and risk teams to advance loan loss forecasting and the ACL framework using econometric and machine learning techniques across billions of records.

You will lead a team, communicate complex results to senior management, and ensure high-quality documentation and open-source tool usage. Strong collaboration and Agile work are essential.