Manager, Data Science - Model Risk Office

Capital One • McLean, VA

6d • $197,300 - $225,100

About The Position

The Manager, Data Science will join Capital One’s Model Risk Office, which works to defend the company against model failures and improve model-based decision-making. The successful candidate will join the Card Model Risk team, responsible for review and oversight of models used to underwrite Capital One’s flagship credit card products. The role uses modeling, statistical, monitoring, and analytical tools to help ensure models developed across the company are effectively governed and produce positive business outcomes.

The position partners with data scientists, software engineers, and product managers; uses technologies including Python, Conda, AWS, H2O, and Spark to analyze large volumes of numeric and textual data; and builds machine learning models throughout their lifecycle, from design and training through evaluation, validation, and implementation. The role also requires communicating technical work in terms of tangible business goals. Capital One may consider sponsoring a qualified applicant for employment authorization. The role is eligible for performance-based incentive compensation, potentially including cash bonuses and/or long-term incentives.

Requirements

• Currently has, or is obtaining by the scheduled start date, a bachelor's degree in a quantitative field and at least 6 years of experience performing data analytics; or a master's degree in a quantitative field or an MBA with a quantitative concentration and at least 4 years of data analytics experience; or a PhD in a quantitative field and at least 1 year of data analytics experience.
• At least 1 year of experience leveraging 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 utilizing relational databases.

Nice To Haves

• PhD in a STEM field and at least 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.
• Hands-on experience developing data science solutions using open-source tools and cloud computing platforms.
• Experience building, validating, and backtesting models; interpreting confusion matrices or ROC curves; and applying clustering, classification, sentiment analysis, time series, and deep learning.
• Ability to research and evaluate emerging technologies, stay current with state-of-the-art methods, and identify opportunities to apply them.
• Ability to retrieve, combine, and analyze data from varied sources and structures.

Responsibilities

• Partner with data scientists, software engineers, and product managers to deliver a product customers love.
• Use a broad technology stack, 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 to underwrite Capital One credit card products, helping ensure effective governance and positive business outcomes.

Benefits

• Comprehensive health, financial, and other benefits supporting total well-being; eligibility varies by employment status and management level.
• 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