Senior Quantitative Analysis Manager – Model Risk

Capital One; McLean (VA); On-site; USD 225,000 - 257,000; Full time

Job summary

Capital One is seeking a Senior Manager, Quantitative Analysis – Model Risk in McLean, VA. You will lead validation of economic forecasts, stress tests, and finance models, guiding teams of analysts and collaborating with senior leadership to shape risk strategies.

The role emphasizes econometric theory, ML techniques, and strong communication, with a focus on maintaining high-quality documentation and leveraging open-source tools. This is a leadership position within the Model Risk Office.

Qualifications

• Bachelor’s degree in a quantitative field plus 7 years analytics experience
• Master’s degree or MBA with quantitative concentration plus 5 years analytics experience
• PhD in quantitative field plus 2 years analytics experience

Responsibilities

• Remain on the leading edge of analytical technology and tools
• Develop alternative model approaches to assess design and future capabilities
• Understand business processes and portfolios associated with model use
• Apply econometric, statistical, and ML modeling techniques to assess model risks and opportunities
• Communicate technical concepts clearly to management and senior leaders
• Maintain model efficiency and accuracy via continuous improvement and best practices
• Develop and maintain high-quality documentation
• Leverage open source technologies to identify opportunities in the framework

Skills

Econometric theory

Machine learning

Communication skills

Agile development

Project management

Education

Bachelor's degree in quantitative field

Master's degree in quantitative field or MBA with quantitative concentration

PhD in quantitative field

Tools

Python

R

Job description

Capital One is seeking a Senior Manager, Quantitative Analysis – Model Risk in McLean, VA. You will lead validation of economic forecasts, stress tests, and finance models, guiding teams of analysts and collaborating with senior leadership to shape risk strategies.

The role emphasizes econometric theory, ML techniques, and strong communication, with a focus on maintaining high-quality documentation and leveraging open-source tools. This is a leadership position within the Model Risk Office.