Capital One
Senior Manager, Quantitative Analysis - Model Risk Office
$209K–$262K
McLean, VA +2 · Manager · Full-time · Posted Aug 20, 2026
- Location
- McLean, VA
Anytown, IL
Riverwoods, IL - Experience
- Master’s degree or quantitative MBA route: 5 years in quantitative analytics; PhD route: 2 years in quantitative analytics. Also requires 5 years in each of the specified core skills and 5 years in at least 3 of the listed additional areas.
- Education
- Master’s degree in a quantitative field or MBA with a quantitative concentration; alternatively, a PhD in a quantitative field. Required degree may be in progress if 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
Leads quantitative model risk work for Loan Loss Forecasting and the Allowance for Credit Losses framework, developing alternative models and assessing model design, performance, and risk.
What you'll do
- Develop alternative model approaches and assess model risks and opportunities.
- Maintain and improve model efficiency, accuracy, and documentation.
- Communicate technical findings and research to modelers, management, regulators, and non-specialist audiences.
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 analysis, panel data analysis, cross-sectional data analysis, machine learning, or analysis and management of large datasets (>1M records).
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 managing people; 6 years of experience in models for Commercial Bank.
Pay
USD $229,900 - $262,400 base salary (McLean, VA); USD $209,000 - $238,500 base salary (Anytown, IL); USD $209,000 - $238,500 base salary (Riverwoods, IL)
Tools
Python, R, SQL, machine learning, open source technologies
AI focus
Applies machine learning in model development and model risk assessment.
Model-written summary · the original posting is authoritative