Director of Quantitative Risk & ML Modeling
Capital One National Association
Capital One is seeking a senior Quantitative Analyst to lead risk modeling and validation efforts across Counterparty Credit Risk. You will develop and implement statistical models, assess methodologies, and present insights to diverse audiences. The role requires strong coding skills (R/Python/SQL), advanced degrees in quantitative fields, and 7+ years of experience across multiple analytic techniques. Join a data-driven team at a Fortune 200 company with a culture of excellence. #J-18808-Ljbffr Capital One National Association
Vacancy posted 2 days ago
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