Manager, Data Science - Model Risk Office

Capital One • McLean, VA

7d • $197,300 - $225,100

About The Position

The Manager, Data Science will join Capital One’s Model Risk Office, which uses machine learning, AI, software engineering, and business expertise to manage model risk and improve enterprise decision-making. This role is part of the Card Model Risk team, which reviews and oversees models used to underwrite Capital One’s credit card products. The successful candidate will use modeling, statistical, monitoring, and analytical tools to help ensure models developed across the company are effectively governed and support positive business outcomes.

The role partners with data scientists, software engineers, and product managers; uses technologies such as Python, Conda, AWS, H2O, and Spark to analyze large numeric and textual datasets; and builds machine learning models through design, training, evaluation, validation, and implementation. The role also requires communicating complex analytical work in terms of tangible business goals.

Requirements

• A bachelor’s degree in a quantitative field plus 6 years of experience performing data analytics; or a master’s degree in a quantitative field or an MBA with a quantitative concentration plus 4 years of data analytics experience; or a PhD in a quantitative field plus 1 year of data analytics experience. The required degree must be obtained on or before the scheduled start date.
• At least 1 year of experience using open-source programming languages for large-scale data analysis.
• At least 1 year of experience working with machine learning.
• At least 1 year of experience using relational databases.
• Experience developing, validating, and backtesting models; interpreting confusion matrices or ROC curves; and working with techniques such as clustering, classification, sentiment analysis, time series, and deep learning.
• Ability to retrieve, combine, and analyze data from varied sources and structures.
• Experience with open-source tools and cloud computing platforms.

Nice To Haves

• PhD in a STEM field plus 3 years of experience in data analytics.
• At least 1 year of experience working with AWS.
• At least 4 years of experience using Python, Scala, or R for large-scale data analysis.
• At least 4 years of experience with machine learning.
• At least 4 years of experience with SQL.

Responsibilities

• Partner with data scientists, software engineers, and product managers to deliver a product customers love.
• Use technologies including Python, Conda, AWS, H2O, and Spark to uncover insights in large volumes of numeric and textual data.
• Build machine learning models through design, training, evaluation, validation, and implementation.
• Translate complex technical work into tangible business goals.
• Review and oversee models used for underwriting Capital One credit card products, helping ensure effective model governance and positive business outcomes.

Benefits

• Comprehensive, competitive, and inclusive health, financial, and other benefits supporting total well-being.
• Performance-based incentive compensation, which may include cash bonuses and/or long-term incentives.

What This Job Offers

• Job Type: Full-time
• Career Level: Manager