Capital One · 12 hours ago
Manager, Quantitative Analysis - Commercial Credit Modeling Team
McLean, VA
Full-time
Onsite
Mid, Senior Level
$197K/yr - $225K/yr
4+ years expCapital One is a Fortune 200 company that has revolutionized the credit card industry through data-driven decision-making. As a Quantitative Analyst, you will develop credit risk models and lead complex model development projects to enhance business insights and improve model performance.
Financial Services
Responsibilities
Develop credit risk models for various business applications, including internal risk rating, loss forecasting, stress testing, profitability for Commercial and Industrial lending
Lead high impact, complex, model development projects end to end from ideation, to data processing, to methodology and model selection, to socialization and implementation
Partner with the business analyst team to enhance modeling and analytical frameworks to generate business insights, identify and mitigate model weaknesses, and drive changes
Proactively identify opportunities to apply quantitative methods and automation solutions to improve model performance and process efficiencies
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 governance
Qualification
Required
Strong understanding of quantitative analysis methods in relation to corporate credit
Demonstrated track-record in applying statistical and econometric analysis in areas with low probability events
Intellectual curiosity, business intuition, and a drive to produce best estimates that balance confidence and uncertainty
Desire to remain on the leading edge of analytical technology with a passion for finding value in the newest and most innovative tools
Consulting experience in the financial sector
Excellent coding skills in Python (must-have) and/or R (good to have) with drive to create accurate, efficient, and organized code using industry best practices
Ability to clearly communicate modeling results and recommendations to senior leaders and maintain high standards of documentation
Reverence for processes, controls, governance, and infrastructure
Passion for collaboration, mentorship, and leading by example
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
5+ years of experience in statistical modeling, regression analytics or machine learning
4+ years of credit risk modeling experience for commercial banks (default probability, loss given default, or exposure at default.)
2+ years of experience managing a team of analysts
Benefits
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