# Principal Quantitative Analyst - Model Risk Office at Capital One

Capital One is hiring a Principal Quantitative Analyst - Model Risk Office. Level rates it Little AI ●○○○; you can [apply on Level](https://jobsbylevel.com/go/960e3c7d-c37f-415d-8a95-17896be3780b?utm_medium=ai-agent).

AI Level 1, AI centrality 15 out of 100. McLean, VA.

## Details

- Company: [Capital One](https://jobsbylevel.com/companies/capital-one)
- AI level: AI Level 1 (score 15 out of 100)
- Location: McLean, VA
- Posted: October 13, 2026
- Apply: https://jobsbylevel.com/go/960e3c7d-c37f-415d-8a95-17896be3780b?utm_medium=ai-agent

## Description

Principal Quantitative Analyst - Model Risk Office At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making. As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives. As a Quantitative Analyst within the Model Risk Office, you will be part of the validation team responsible for balance sheet forecasting and economic stress test models used to determine capital requirements for Capital One's balance sheet items, including commercial and consumer loans. Validations cover all aspects of model development and performance and include forward-looking advancements in modeling capabilities and quality. With a network of over 500 quantitative analysts, data scientists and statisticians, we’ve created a dynamic environment with ample opportunities for learning and growth. Responsibilities and Skills: - Partner with the various lines of business to develop and enhance Capital Markets modeling and analytical framework, such as deposit predictions, derivatives models and fixed income models. - Work across Capital One entities to create novel analytical solutions to 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 mathematics, 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. - Understand and navigate Risk Management Software to enable business analysis. Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation. Successful candidates would possess: - Deep understanding of quantitative modeling in finance include but not limited to, financial time series model, interest rate term structure, Mortgage Prepayment Model, Market Risk Model, capital markets and investment portfolio modeling principles. - Extensive experience in Python or other object-oriented languages such as C++. - 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 validation process: from conceptualization through data exploration, model selection, benchmarking, deployment, replication, independent testing, effective challenging, and performance monitoring. Able to communicate and socialize with various audience stakeholders about potential findings such as model user, model owner, and model developers Basic Qualifications: Currently has, or is in the process of obtaining one of the following with an exception that the required degree will be obtained on or before the scheduled start date: A Master’s degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related

The description is cut here. Read the full offer: https://jobsbylevel.com/jobs/principal-quantitative-analyst-model-risk-office-at-capital-one-e30300

Source: https://jobsbylevel.com/jobs/principal-quantitative-analyst-model-risk-office-at-capital-one-e30300

## Cite this page

Level. https://jobsbylevel.com/jobs/principal-quantitative-analyst-model-risk-office-at-capital-one-e30300.

Get job alerts: https://jobsbylevel.com/newsletter