Senior Quantitative Analyst – Credit Risk Modeling

Dataroles; McLean, Northern (VA, KY); Hybrid; USD 136,000 - 155,000; Full time

Benefits offered by this job

Performance-based incentives

Job summary

Capital One is seeking a Senior Associate, Quantitative Analyst to develop credit risk models for internal risk rating and loss forecasting. You will collaborate with analysts and data teams to deploy models on cloud platforms and enable governance across large datasets.

The role emphasizes Python, statistics, and machine learning with a strong focus on transparent documentation and methodological rigor.

Qualifications

• Master’s degree in a quantitative field or MBA with a quantitative concentration plus 1 year of experience in quantitative analytics
• Experience with statistical or econometric modeling and regression techniques
• Experience presenting statistical concepts to non-statistical audiences

Responsibilities

• Develop credit risk models for internal risk rating, loss forecasting, stress testing, pricing for structured products
• Partner with business analysts to enhance modeling and analytical frameworks
• Identify opportunities to apply quantitative methods and automation to improve model performance
• Collaborate with data infrastructure to build cloud-based model deployment, monitoring, and maintenance
• Support model governance through timely, thorough communication

Skills

Python

R

SQL

Statistical modeling

Machine learning

Econometrics

Data visualization

Education

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

Tools

Job description

Capital One is seeking a Senior Associate, Quantitative Analyst to develop credit risk models for internal risk rating and loss forecasting. You will collaborate with analysts and data teams to deploy models on cloud platforms and enable governance across large datasets.

The role emphasizes Python, statistics, and machine learning with a strong focus on transparent documentation and methodological rigor.