Capital One
Manager, Quantitative Analysis - Model Risk Office
$215K–$246K
New York, NY · Manager · Full-time · Posted Mar 19, 2026
- Experience
- Requirements include 4 years in specified modeling, regression, programming, and presentation skills; 4 years in at least 3 additional listed skill areas. Degree pathways require 4 years of quantitative analytics experience with a master’s degree or quantitative MBA, or 1 year with a PhD. Preferred: 5 years with Python, R, or other statistical analyst software; 5 years in statistical modeling, regression analytics, or machine learning; and 2 years in derivative modeling.
- Education
- Master’s degree in a quantitative field or an MBA with a quantitative concentration, or a PhD in a quantitative field. Required degree 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
Validates derivative pricing and risk management models, assessing their design, accuracy, robustness, and associated model risks for business stakeholders and regulators.
What you'll do
- Validate derivative valuation, market risk, and counterparty risk models; develop approaches to assess model design and risk.
- Analyze model-related business processes, portfolios, and technical issues, and improve model efficiency and accuracy.
- Explain findings to technical and nontechnical stakeholders and maintain clear model documentation.
What they ask for
- At least 4 years of experience 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 4 years of experience in at least 3 listed areas: survival analysis, time-series analysis, panel data analysis, cross-sectional data analysis, machine learning, or managing datasets larger than 1M records.
- Master’s degree in a quantitative field or quantitative MBA plus 4 years of quantitative analytics experience, or PhD in a quantitative field plus 1 year of quantitative analytics experience.
- Experience with machine learning, strong communication skills, and ability to work with Agile development methodologies.
Nice to have
- Experience with CCAR regulatory requirements and derivative modeling.
- At least 2 years of derivative modeling experience in fixed income, commodities, FX, or CDS.
Pay
USD $215,200 - $245,600 base salary
Tools
Python, R, SQL, machine learning, Agile
AI focus
Applies machine learning to modeling and model risk assessment; no other AI work is specified.
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