Capital One · 1 week ago
Principal Quantitative Modeler
McLean, VA
Full-time
Onsite
Senior Level, Lead/Staff
$159K/yr - $181K/yr
3+ years expCapital One is a leading financial services company, and they are seeking a Principal Quantitative Modeler to join their Credit Risk Management Modeling team. The role involves developing econometric and machine learning models to predict and analyze Capital One's risk and capital needs while enhancing the modeling and analytical framework across various business lines.
Financial Services
Responsibilities
Partner with the various lines of business to enhance modeling and analytical framework
Work across Capital One entities to create novel analytical solutions to the challenging business problems
Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies
Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data
Identify opportunities to apply quantitative methods or machine learning to improve business performance
Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights and decision frameworks for our business and customers
Providing technical guidance to business leadership
Communicate technical subject matter clearly and concisely to individuals from various backgrounds
Qualification
Required
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 5 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 3 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)
Strong understanding of quantitative analysis methods in relation to financial institutions
Demonstrated track-record in machine learning and/or econometric analysis
Experience utilizing model estimation tools
Ability to clearly communicate modeling results to a wide range of audiences
Drive to develop and maintain high quality and transparent model documentation
Strong written and verbal communication skills
Strong presentation skills
Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring
Preferred
PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related disciplines
1+ year of experience with Python, R or other statistical analyst software
2+ years of experience with data analysis
1+ year of experience manipulating and analyzing large data sets
Proficiency in key econometric and statistical techniques (such as predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, machine learning methods.)
Benefits
Performance based incentive compensation
Cash bonus(es)
Long term incentives (LTI)
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
Daniel Arellano
Senior Vice President, Business Cards and Payments
Justin Burch
Senior Vice President
Recent News
2026-01-25
2026-01-25
2026-01-25
Company data provided by crunchbase