Senior Quantitative Analyst, Model Risk & Validation

ITSMF; McLean (VA); On-site; USD 162,000 - 185,000; Full time

Job summary

Capital One seeks a Principal Quantitative Analyst in the Model Risk Office to validate balance sheet forecasting and economic stress test models across commercial and consumer loans.

You will collaborate across teams to apply quantitative methods, build cloud-based solutions, and document modeling processes with clarity for leadership.

Ideal candidates have advanced degrees, 3+ years in statistical modeling, and strong Python/R/SQL skills, plus experience with time-series and ML.

Qualifications

• Master’s or PhD in a quantitative field must be obtained by start date.
• At least 3 years in statistical or econometric modeling, regression, programming in R/Python/SQL, and presenting results.
• Experience in multiple data analytics areas including time-series, ML, and large datasets.

Responsibilities

• Partner with lines of business to develop Capital Markets models.
• Create novel analytical solutions across Capital One entities.
• Apply quantitative methods and automation to improve performance.
• Collaborate in a cross-disciplinary team to build cloud-based solutions.
• Communicate modeling results to diverse audiences.

Skills

Statistical modeling

Regression analysis

R/Python/SQL

Presenting results

Education

Master's in quantitative field

PhD in quantitative field

MBA with quantitative concentration

Tools

Python

C++

Job description

Capital One seeks a Principal Quantitative Analyst in the Model Risk Office to validate balance sheet forecasting and economic stress test models across commercial and consumer loans.

You will collaborate across teams to apply quantitative methods, build cloud-based solutions, and document modeling processes with clarity for leadership.

Ideal candidates have advanced degrees, 3+ years in statistical modeling, and strong Python/R/SQL skills, plus experience with time-series and ML.