Continuous biomarkers are common for disease screening and diagnosis. To reach a dichotomous clinical decision, a threshold would be imposed to distinguish subjects with disease from nondiseased individuals. Among various performance metrics, specificity at a controlled sensitivity level (or vice versa) is often desirable because it directly targets the clinical utility of the intended clinical test. Meanwhile, covariates, such as age, race, as well as sample collection conditions, could impact the biomarker distribution and may also confound the association between biomarker and disease status. Therefore, covariate adjustment is important in such biomarker evaluation. Most existing covariate adjustment methods do not specifically target the desired sensitivity/specificity level, but rather do so for the entire biomarker distribution. As such, they might be more prone to model misspecification. In this paper, we suggest a parsimonious quantile regression model for the diseased population, only locally at the controlled sensitivity level, and assess specificity with covariate-specific control of the sensitivity. Variance estimates are obtained from a sample-based approach and bootstrap. Furthermore, our proposed local model extends readily to a global one for covariate adjustment for the receiver operating characteristic (ROC) curve over the sensitivity continuum. We demonstrate computational efficiency of this proposed method and restore the inherent monotonicity in the estimated covariate-adjusted ROC curve. The asymptotic properties of the proposed estimators are established. Simulation studies show favorable performance of the proposal. Finally, we illustrate our method in biomarker evaluation for aggressive prostate cancer.