Capital One
Principal Quantitative Analyst - Model Risk Office
$162K–$185K
McLean, VA · Principal · Full-time · Posted Oct 13, 2026
- Experience
- 3 years in quantitative analytics with the specified qualifying master’s/MBA; alternatively, a PhD in a quantitative field. Also requires at least 3 years in each of the specified core skills and 3 years in at least 3 listed additional skills.
- Education
- Master’s degree in a quantitative field or MBA with a quantitative concentration, or PhD in a quantitative field. Required degree may be obtained on or before 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 balance-sheet forecasting and economic stress-test models used to determine capital requirements, while developing quantitative analyses and model-risk solutions for Capital One’s businesses.
What you'll do
- Validate models across development and performance, including model selection, benchmarking, independent testing, challenge, and monitoring.
- Partner with business teams to develop or enhance capital-markets models and analytical frameworks, and build data-grounded cloud solutions.
- Apply quantitative and machine-learning methods, improve processes through automation, and communicate findings to stakeholders and leadership.
What they ask for
- Master’s degree in a quantitative field or an MBA with a quantitative concentration plus 3 years of quantitative analytics experience, or a PhD in a quantitative field.
- At least 3 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 3 years of experience in at least 3 listed areas: survival analysis, time-series analysis, panel-data analysis, cross-sectional data analysis, machine learning, or analysis and management of datasets over 1M records.
- Quantitative finance modeling expertise and extensive experience in Python or another object-oriented language such as C++; ability to communicate results and maintain transparent model documentation.
Nice to have
- 4 years of experience with Python, R or other statistical analyst software.
- 4 years of experience manipulating and analyzing large data sets.
Pay
$161,800 - $184,600 USD base salary (McLean, VA)
Tools
Python, C++, R, SQL
AI focus
Applies machine learning methods to business problems and model analysis.
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