Capital One
Senior Manager, Quantitative Analysis - Model Risk Office
$230K–$262K
McLean, VA · Manager · Full-time · Posted Oct 13, 2026
- Experience
- Degree-dependent: 5 years of quantitative analytics with a master’s degree or quantitative MBA; 2 years with a PhD. Also requires 5 years in specified modeling, programming, and communication skills and 5 years in at least 3 listed analytical areas.
- Education
- Master’s degree in a quantitative field or MBA with a quantitative concentration; alternatively, a PhD in a quantitative field.
- Visa sponsorship
- Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
About the job
Provides independent quantitative challenge of loan-loss forecasting and allowance-for-credit-loss models, evaluating their soundness, performance under economic stress, and compliance with model policy.
What you'll do
- Develop alternative model approaches and assess model design, risk, and opportunities.
- Review model performance and improve model accuracy, efficiency, and documentation.
- Communicate quantitative findings to modelers, management, and regulators.
What they ask for
- Master’s degree in a quantitative field or quantitative MBA plus 5 years of quantitative analytics experience, or PhD in a quantitative field plus 2 years of quantitative analytics experience.
- At least 5 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 5 years in at least 3 listed areas: survival analysis, time-series, panel data, cross-sectional analysis, machine learning, or managing datasets over 1M records.
- Experience with machine learning and strong grasp of econometric theory and methodologies.
Nice to have
- 6 years with Python, R, or other statistical analyst software; 6 years in statistical modeling, regression analytics, or machine learning.
- 2 years of people-management experience.
Pay
$229,900 - $262,400 USD base salary
Tools
Python, R, SQL
AI focus
Applies machine learning to model development and model-risk assessment.
Model-written summary · the original posting is authoritative