Senior Quantitative Risk Manager, Model Risk
Listed on 2026-10-17
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Finance & Banking
Risk Manager/Analyst
Capital One is seeking a Senior Manager, Quantitative Analysis in the Model Risk Office. You will lead advanced modeling efforts across loan loss forecasting and ACL framework, working with model development and risk teams.
Expect emphasis on econometric theory, ML, and clear communication to leadership. The role requires at least 5 years in quantitative analytics, strong modeling skills, and experience with Python/R/SQL, plus Agile development familiarity.
We have an opening for a Senior Quantitative Risk Manager, Model Risk in McLean, VA, United States within IT & Technology, Other.
Take a moment to read everything above and see whether this role is right for you.
This posting is for the Senior Quantitative Risk Manager, Model Risk role at Capital One, based in McLean, VA, United States.
We are looking to fill the Senior Quantitative Risk Manager, Model Risk position at Capital One in McLean, VA, United States.
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