Senior Quantitative Analyst: Credit Risk Modeling Lead

Capital One National Association; McLean (VA); On-site; USD 135,600 - 154,800; Full time

Job summary

Capital One is a data-centric financial company seeking a Senior Associate, Quantitative Analyst to build and validate credit risk models for internal risk rating, loss forecasting, and stress testing. You will work with business analysts to strengthen analytical frameworks and drive data-driven decisions.

You’ll deploy models in cloud environments, collaborate with data infrastructure, and ensure governance and documentation are maintained.

Qualifications

• Master’s degree in a quantitative field or MBA with quantitative concentration.
• Experience in statistical/econometric modeling and regression.
• Programming in Python, R or SQL with ability to present results.
• Experience with large datasets and model governance.

Responsibilities

• Develop credit risk models for internal risk rating and loss forecasting.
• Collaborate with analytics and data infrastructure teams to deploy models in cloud.
• Enhance modeling frameworks to generate business insights and drive changes.
• Support model governance and provide timely model documentation.

Skills

Python

R

SQL

Data analysis

Visualization

Model governance

Communication

Cloud computing

Machine learning

Education

Master’s degree in quantitative field

MBA with quantitative concentration

Tools

Cloud platforms

Open source tooling

Job description

Capital One is a data-centric financial company seeking a Senior Associate, Quantitative Analyst to build and validate credit risk models for internal risk rating, loss forecasting, and stress testing. You will work with business analysts to strengthen analytical frameworks and drive data-driven decisions.

You’ll deploy models in cloud environments, collaborate with data infrastructure, and ensure governance and documentation are maintained.