Senior Quantitative Risk Manager – Model Risk Office

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

Job summary

Capital One is seeking a Senior Manager, Quantitative Analysis for the Model Risk Office in McLean, VA. The role partners with model development and risk teams to challenge models, ensure statistical soundness, and align with policy. Expect leadership in analytics, ML, and regulatory awareness.

The position emphasizes clear communication to senior management, documentation, and continuous improvement across large datasets and cloud-enabled infrastructure.

Qualifications

• Master’s degree in a quantitative field or MBA with quantitative concentration plus 5 years of experience in quantitative analytics.

Responsibilities

• Remain at the leading edge of analytical technology with the newest tools.
• Develop alternative model approaches to assess design and advance capabilities.
• Understand business processes and portfolios related to model use.
• Explain technical concepts clearly to non-specialists and senior management.
• Maintain documentation and model efficiency through best practices.
• Leverage open source tools to improve the existing framework.

Skills

Statistical modeling

Econometric modeling

Time-series analysis

Machine learning

Programming in Python

Programming in R

Programming in SQL

Presenting to management

Communication skills

Education

Master’s degree in a quantitative field

MBA with quantitative concentration

PhD in a quantitative field

Tools

Python

R

SQL

Job description

Capital One is seeking a Senior Manager, Quantitative Analysis for the Model Risk Office in McLean, VA. The role partners with model development and risk teams to challenge models, ensure statistical soundness, and align with policy. Expect leadership in analytics, ML, and regulatory awareness.

The position emphasizes clear communication to senior management, documentation, and continuous improvement across large datasets and cloud-enabled infrastructure.