Principal Quantitative Modeler

A Principal Quantitative Modeler at Capital One is a senior member of the Credit Risk Management Modeling team who develops predictive econometric and machine learning models using cloud-based technologies to inform the bank’s credit and operational risk, loss forecasting, and capital needs. The role supports enterprise initiatives such as CECL/allowance, stress testing, and capital allocation, and contributes insights that inform executive-level decision making and earnings preparations.