Senior Quantitative Analyst: Credit Risk Modeling (Python)

capitalone; McLean (VA); On-site; USD 110,000 - 170,000; Full time

Job summary

Capital One is seeking a Senior Associate, Quantitative Analyst to join the Commercial Credit Modeling Team. You will develop credit risk models for internal risk rating, loss forecasting, stress testing, and pricing across Structured Products, using Python or R on large datasets.

You will partner with business analysts to refine modeling frameworks, drive insights, and automate processes. Collaboration with data infra for cloud deployment and strong governance is essential.

Qualifications

• Master's degree in a quantitative field or MBA with quantitative concentration plus 1 year of quantitative analytics experience.
• At least 1 year of statistical or econometric modeling experience.
• Proficiency in programming in R, Python or SQL and presenting results to non-statistical audiences.
• At least 1 year of experience in 3 of the listed skills: survival/time-series analysis.

Responsibilities

• Develop credit risk models for internal risk rating, loss forecasting, stress testing and pricing.
• Partner with business analysts to enhance modeling frameworks and drive insights.
• Identify opportunities to apply quantitative methods and automation to improve models.
• Collaborate with data infra to deploy cloud-based model solutions and monitoring.
• Support model governance with prompt, clear documentation and governance evidence.

Skills

Python

R

SQL

Data analysis

Model documentation

Communication skills

Machine learning

Simulation modeling

Education

Master's in quantitative field or MBA with quantitative concentration

Tools

Python

R

SQL

Job description

Capital One is seeking a Senior Associate, Quantitative Analyst to join the Commercial Credit Modeling Team. You will develop credit risk models for internal risk rating, loss forecasting, stress testing, and pricing across Structured Products, using Python or R on large datasets.

You will partner with business analysts to refine modeling frameworks, drive insights, and automate processes. Collaboration with data infra for cloud deployment and strong governance is essential.