Capital One · 2 hours ago
Manager, Quantitative Analysis - Model Risk Office
New York, NY
Full-time
Onsite
Mid, Senior Level
$211K/yr - $241K/yr
4+ years expCapital One is a Fortune 200 company and a leader in data-driven decision-making. As a Manager for the Model Validation team, you will be responsible for validating models used for derivative pricing and risk management, ensuring their accuracy and robustness while engaging with various stakeholders.
BankingCredit CardsFinanceFinancial Services
Responsibilities
Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools
Develop model approaches to assess model design and advance future capabilities
Understand relevant business processes and portfolios associated with model use
Understand technical issues in econometric, statistical, and machine learning modeling and apply these skills toward developing models and assessing model risks and opportunities
Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication; prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management
Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices
Develop and maintain high quality and transparent documentation
Leverage the latest open source technologies and tools to identify areas of opportunity in our existing framework
Qualification
Required
Demonstrated track-record in modeling and experience utilizing model estimation tools such as Python or R
Ability to clearly communicate modeling results to management, model risk office, regulator and other modelers
Drive to continuously improve all aspects of their work in a collaborative fashion
Experience in machine learning
Strong communication skills with the ability to quickly understand existing models and new requirements/business needs
Experience working with Agile development methodologies
Strong grasp of econometric theory and methodologies
Desire to remain on the leading edge of analytical technology with a passion for the newest and most innovative tools
Experience working with CCAR regulatory requirements
Experience with derivative modeling
Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 6 years of experience performing data analytics; A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 4 years of experience performing data analytics; A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 1 year of experience performing data analytics
Preferred
PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines
At least 2 years of experience with Python, R or other statistical analyst software
At least 2 years of experience in statistical modeling or regression analytics or machine learning
At least 2 years of experience in derivative modeling (Fixed income, Commodity, FX or CDS)
Benefits
Performance based incentive compensation
Cash bonus(es)
Long term incentives (LTI)
Comprehensive, competitive, and inclusive set of health, financial and other benefits
Company
Capital One
Capital One is a financial services company that provides banking, credit card, auto loan, savings, and commercial banking services.
10001+ employees
H1B Sponsorship
Capital One has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (573)
2024 (488)
2023 (545)
2022 (909)
2021 (672)
2020 (944)
Funding
Current Stage
Public CompanyTotal Funding
$5.45BKey Investors
Berkshire Hathaway
2025-09-11Post Ipo Debt· $2.75B
2025-01-30Post Ipo Debt· $1.75B
2023-05-15Post Ipo Equity· $954M
Leadership Team
Lo Li
CTO, Managing Vice President Retail Bank
Daniel Arellano
Senior Vice President, Business Cards and Payments
Recent News
Business Wire
2025-12-30
2025-12-29
2025-12-26
Company data provided by crunchbase