Director of Quantitative Risk & ML Modeling
Listed on 2026-10-13
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Finance & Banking
Data Scientist
Capital One is seeking a senior Quantitative Analyst to lead risk modeling and validation efforts across Counter party Credit Risk. You will develop and implement statistical models, assess methodologies, and present insights to diverse audiences.
The role requires strong coding skills (R/Python/SQL), advanced degrees in quantitative fields, and 7+ years of experience across multiple analytic techniques. Join a data-driven team at a Fortune 200 company with a culture of excellence.
The following role is for a Director of Quantitative Risk & ML Modeling with Capital One.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the Director of Quantitative Risk & ML Modeling role in the description above.
We appreciate your interest in this position.
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