Capital One
Director, Quantitative Analysis - Commercial Credit Modeling Team
$269K–$335K
McLean, VA +1 · Director · Full-time · Posted Sep 23, 2026
- Location
- McLean, VA
New York, NY - Experience
- As specified in the requirements: 7 years in each of the listed core skills; 7 years in at least 3 listed additional skills; degree-dependent quantitative analytics experience of 7 years (Master’s/MBA) or 4 years (PhD).
- Education
- Master’s degree in a quantitative field or an MBA with a quantitative concentration, or a PhD in a quantitative field. Required degree may be in progress but must be obtained by the scheduled start date.
- Visa sponsorship
- Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
About the job
Leads quantitative modeling and model-risk work for counterparty credit processes, developing and assessing statistical and financial models and communicating results to decision makers.
What you'll do
- Develop and implement statistical and financial models; assess model methodologies, outputs, and processes.
- Create alternative model-design and deployment approaches, applying econometric, statistical, and machine-learning methods.
- Identify opportunities for quantitative analysis and automation; communicate findings through presentations, reports, and documentation.
What they ask for
- Master’s degree in a quantitative field or quantitatively concentrated MBA plus 7 years of quantitative analytics experience, or PhD in a quantitative field plus 4 years of quantitative analytics experience.
- At least 7 years in statistical or econometric modeling, linear and logistic regression, programming in R, Python, or SQL, and presenting statistical concepts to non-statistical audiences.
- At least 7 years in at least 3 of: survival analysis, time-series analysis, panel data analysis, cross-sectional data analysis, machine learning, or analysis and management of large datasets (>1M records).
- Strong understanding of quantitative analysis related to financial institutions and financial risk exposures; demonstrated model development and/or validation track record.
Nice to have
- 8 years of experience in Python, Scala, R or other statistical analyst software, and 8 years of experience with machine learning.
- 3 years of experience managing people.
Pay
$269,100 - $307,200 USD base salary (McLean, VA); $293,600 - $335,100 USD base salary (New York, NY)
Tools
R, Python, SQL, Scala
AI focus
Applies machine-learning methods to model risk; preferred qualification includes 8 years of machine-learning experience.
Model-written summary · the original posting is authoritative