Senior Quantitative Analyst, Model Risk – Cloud ML

Capital One National Association; Riverwoods (IL); On-site; USD 123,000 - 141,000; Full time

Benefits offered by this job

Sponsorship available

Job summary

Capital One is seeking a Senior Associate, Quantitative Analyst for the Model Risk Office in multiple locations, including Riverwoods, IL and McLean, VA. The role centers on advancing loan loss forecasting and ACL frameworks using ML and econometric methods.

Responsibilities include partnering with business lines, delivering cloud-based analytical solutions, and ensuring transparent model documentation. Sponsorship for qualified applicants is available where applicable.

Qualifications

• Master’s degree in a quantitative field or MBA with quantitative concentration plus 1 year of quantitative analytics experience.
• At least 1 year each in statistical/econometric modeling, regression, programming in R/Python/SQL, and presenting results.
• Experience in 3+ of: survival/time-series/panel data analysis, ML, large datasets.

Responsibilities

• Partner with lines of business to enhance modeling and analytical framework.
• Create analytical solutions across Capital One entities for business improvement.
• Apply quantitative methods and automation to boost performance and efficiencies.
• Build cloud-based data-driven solutions in cross-disciplinary teams.
• Communicate modeling/validation results to diverse audiences.

Skills

Quantitative analysis

Machine learning

Econometrics

Model estimation tools

Communication skills

Documentation

Presentation skills

Education

Master’s degree in quantitative field

MBA with quantitative concentration

Tools

R

Python

SQL

Job description

Capital One is seeking a Senior Associate, Quantitative Analyst for the Model Risk Office in multiple locations, including Riverwoods, IL and McLean, VA. The role centers on advancing loan loss forecasting and ACL frameworks using ML and econometric methods.

Responsibilities include partnering with business lines, delivering cloud-based analytical solutions, and ensuring transparent model documentation. Sponsorship for qualified applicants is available where applicable.