Capital One · 5 months ago
Manager, Quantitative Analyst - Commercial Credit Modeling Team
McLean, VA
Full-time
Onsite
Mid, Senior Level
$193K/yr - $221K/yr
4+ years expCapital One is a Fortune 200 company and a leader in data-driven decision-making. As a Quantitative Analyst, you will lead a team to develop simulation-based models for credit risk losses, collaborate with stakeholders, and leverage cloud computing and machine learning technologies to solve complex problems.
BankingCredit CardsFinanceFinancial Services
Responsibilities
Led a pod of quantitative analysts to develop simulation-based structural models to project credit risk losses for the Structured Finance LOB, covering a wide range of applications, e.g. internal risk rating, loss forecasting, stress testing, and loan pricing
Partner with the Business Analyst, Underwriter, Credit Officer and other key stakeholders to understand the deal structure, cash flow dynamics, key risk drivers and translate them into actionable items to generate business insights, enhance and consolidate existing model structures, and drive for meaningful changes
Collaborate with implementation and data infrastructure team to build cloud-based solutions for model deployment, monitoring, and maintenance
Work effectively with challenge functions to ensure prompt and comprehensive support for model validation and model governance
Communicate technical subject matter clearly and concisely to various model stakeholders through verbal and written communication; Prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management with strong storytelling skills
Draft and maintain high quality and transparent model documentation
Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools; Leverage the latest open source technologies and enterprise-level tools to proactively identify areas of opportunities in our existing framework and processes
Qualification
Required
Strong ability to grasp and internalize the economics and risk drivers behind complex Structured lending products within the Commercial Bank for modeling purposes
Excellent coding skills in Python (must-have) and/or R (good to have) with self-drive to lead the team to create and review codes with industry best practices
Excellent communication and storytelling skills to synthesize data and modeling insights and present to key model stakeholder and senior management
Hands-on experience with data analysis to gain insights from large datasets and create interactive dashboards
Experience with a variety of modeling techniques, e.g. structural model, simulation-based model, statistical and/or machine learning model
Drive to continuously improve all aspects of their work in a collaborative fashion
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
4 years of experience in statistical modeling, regression analytics or machine learning
2 years of experience with Python, R or other statistical analyst software
Benefits
Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.
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 (723)
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
2026-01-13
2026-01-13
Yahoo Finance
2026-01-13
Company data provided by crunchbase