Director, Quantitative Analysis – Commercial Credit Modeling

Capital One

. Communicate clearly and concisely through model validation presentations, reports, and presentations .

Posted 9/23/2026full-timeUnited StatesLead💰 $269,100 - $335,100 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Expertise in statistical and econometric modeling, including linear and logistic regression, with a strong focus on developing and validating financial models. Proficient in programming languages such as R, Python, and SQL, and skilled in communicating complex quantitative concepts to diverse audiences.

Highest-signal resume keywords

Statistical ModelingEconometric ModelingR ProgrammingPython ProgrammingMachine Learning

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Statistical ModelingEconometric ModelingLinear RegressionLogistic RegressionSurvival AnalysisTime-Series AnalysisPanel Data AnalysisCross-Sectional Data AnalysisMachine LearningData Analysis

Soft Skills

Clear CommunicationPresentation SkillsProject ManagementCollaborationWritten Communication

Tools & Technologies

RPythonSQL

Industry Keywords

Counterparty Credit RiskFinancial InstitutionsQuantitative AnalyticsModel ValidationFinancial Risk Exposure

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

Communicate clearly and concisely through model validation presentations, reports, and presentations
Develop and implement statistical and financial model strategies supporting Counterparty Credit Risk processes
Assess the quality and risk of model methodologies, outputs, and processes
Develop alternative approaches to model design and deployment capabilities
Apply econometric, statistical, and machine learning methods to generate insights into modeled risks
Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies
Solve complex credit risk problems across financial institutions, commercial lending, and the Global Payment Network
Generate insights for credit decision makers

Requirements

What you’ll need

Currently has, or is in the process of obtaining, a Master's degree in a quantitative field or an MBA with a quantitative concentration plus 7 years of experience in quantitative analytics, or a PhD in a quantitative field plus 4 years of experience in quantitative analytics; required degree must be obtained by the scheduled start date
At least 7 years of experience in statistical or econometric modeling
At least 7 years of experience in linear and logistic regression
At least 7 years of experience programming in R, Python, or SQL
At least 7 years of experience presenting statistical concepts and research results to non-statistical audiences
At least 7 years of experience in at least 3 of: survival analysis modeling; time-series analysis; panel data analysis; cross-sectional data analysis; machine learning; analysis and management of large datasets (>1M records)
Strong understanding of quantitative analysis methods relating to financial institutions and financial risk exposures
Demonstrated track record in model development and/or validation
Ability to clearly communicate modeling results to a wide range of audiences
Ability to develop and maintain high-quality, transparent model documentation
Strong written and verbal communication skills
Strong presentation skills
Appreciation for processes, controls, and good governance
Ability to manage complex projects requiring cross-team collaboration
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position

Benefits

Comp & perks

Performance-based incentive compensation, which may include cash bonuses and/or long-term incentives (LTI)
Comprehensive, competitive, and inclusive health, financial, and other benefits supporting total well-being
Reasonable accommodation support for applicants with disabilities