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Senior Quantitative Modeler – Credit Risk & ML
Job in
Wahpeton, Richland County, North Dakota, 58075, USA
Listed on 2026-09-04
Listing for:
Capital One
Full Time
position Listed on 2026-09-04
Job specializations:
-
Finance & Banking
Risk Manager/Analyst, Data Scientist
Job Description & How to Apply Below
Capital One is seeking a Principal Quantitative Modeler to lead development of econometric and machine learning models across cloud-based platforms, handling billions of records to forecast credit risk and capital needs.
The role sits in Credit Risk Management Modeling, collaborating with business lines to deliver robust analytics, model validation, and transparent documentation, with exposure to CECL, stress testing, and capital allocation.
#J-18808-LjbffrPosition Requirements
10+ Years
work experience
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