Senior Quantitative Risk Manager, Model Risk

Capital One; McLean (VA); Hybrid; USD 230,000 - 262,000; Full time

Job summary

Capital One is seeking a Senior Manager, Quantitative Analysis in the Model Risk Office. You will lead advanced modeling efforts across loan loss forecasting and ACL framework, working with model development and risk teams.

Expect emphasis on econometric theory, ML, and clear communication to leadership. The role requires at least 5 years in quantitative analytics, strong modeling skills, and experience with Python/R/SQL, plus Agile development familiarity.

Qualifications

• Master’s degree or PhD in a quantitative field; MBA with quantitative concentration plus 5 years of quantitative analytics experience can qualify.
• At least 5 years of experience in statistical/econometric modeling, linear and logistic regression, and programming in R, Python, or SQL.
• Experience communicating modeling results to management, regulators, and other modelers.
• Experience in machine learning; Agile development experience is a plus.

Responsibilities

• Remain on the leading edge of analytical technology and tools.
• Develop alternative model approaches to assess design and capabilities.
• Understand business processes and portfolios related to model use.
• Apply econometric, statistical, and ML methods to develop and assess models and risks.
• Communicate technical concepts clearly to senior management and non-specialists.
• Maintain high-quality documentation and use open source tools to improve the framework.

Skills

Statistical modeling

Econometric modeling

Linear regression

Logistic regression

Programming in R

Programming in Python

Programming in SQL

Presenting results to non-specialists

Machine learning

Agile development

Econometric theory

Education

Master’s degree in a quantitative field or MBA with quantitative concentration

PhD in a quantitative field

Tools

Python

R

SQL

Job description

Capital One is seeking a Senior Manager, Quantitative Analysis in the Model Risk Office. You will lead advanced modeling efforts across loan loss forecasting and ACL framework, working with model development and risk teams.

Expect emphasis on econometric theory, ML, and clear communication to leadership. The role requires at least 5 years in quantitative analytics, strong modeling skills, and experience with Python/R/SQL, plus Agile development familiarity.