Senior Quantitative Analytics Manager, Model Risk

Capital One; Illinois; On-site; USD 209,000 - 239,000; Full time

Job summary

Capital One seeks a Quantitative Senior Manager to lead modeling efforts across the Loan Loss Forecasting and ACL framework, leveraging cloud and ML tech at scale.

You will partner with model development and risk teams to advance capabilities, communicate results to senior management, and maintain robust documentation. This role emphasizes continuous improvement and open-source tool adoption within a high-performing team.

Qualifications

• Master’s degree in a quantitative field or MBA with a quantitative concentration plus 5 years of experience in quantitative analytics.
• PhD in a quantitative field plus 2 years of experience in quantitative analytics.
• At least 5 years of experience in statistical or econometric modeling.
• At least 5 years of experience in linear and logistic regression.
• At least 5 years of experience in programming in R, Python, or SQL.
• Presenting statistical concepts and research results to non-statistical audiences.

Responsibilities

• Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools.
• Develop alternative model approaches to assess model design and advance future capabilities.
• Understand relevant business processes and portfolios associated with model use.
• Understand technical issues in econometric, statistical, and machine learning modeling and apply these skills toward developing models and assessing model risks and opportunities.
• Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication; prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management.
• Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices.
• Develop and maintain high quality and transparent documentation.
• Leverage the latest open source technologies and tools to identify areas of opportunity in our existing framework.

Skills

Statistical modeling

Regression analytics

Machine learning

Programming in Python

Programming in R

SQL

Presenting results

Agile methodologies

Education

Master’s degree in quantitative field

MBA with quantitative concentration

PhD in quantitative field

Job description

Capital One seeks a Quantitative Senior Manager to lead modeling efforts across the Loan Loss Forecasting and ACL framework, leveraging cloud and ML tech at scale.

You will partner with model development and risk teams to advance capabilities, communicate results to senior management, and maintain robust documentation. This role emphasizes continuous improvement and open-source tool adoption within a high-performing team.