Manager, Data Scientist - Model Risk Office
About The Position
Data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making. As a Data Scientist at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives. Team Description The Capital One Model Risk Office is dedicated to safeguarding the company from model failures while simultaneously enhancing decision-making through models, including unique risks associated with Generative AI (GenAI). Leveraging expertise in statistics, software engineering, and business, we strive to achieve optimal results for both Risk Management and the broader Enterprise. We prioritize long-term success by continually investing in future capabilities: acquiring new skills, developing superior tools, and cultivating strong relationships with trusted partners. Our approach involves learning from past errors to develop increasingly robust techniques that prevent recurrence. Role Description In this role, you will:
Requirements
- Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 6 years of experience performing data analytics
- A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 4 years of experience performing data analytics
- A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 1 year of experience performing data analytics
- 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 or vector databases
Nice To Haves
- PhD in “STEM” field (Science, Technology, Engineering, or Mathematics) plus 3 years of experience in data analytics
- At least 1 year of experience working with AWS
- At least 4 years’ experience in Python, Scala, or R for large scale data analysis
- At least 4 years’ experience with machine learning, including GenAI
- At least 4 years’ experience building or validating models related to fraud detection, digital marketing, cybersecurity, or sensitive data detection.
Responsibilities
- Partner with a cross-functional team of data scientists, software engineers, and product managers to identify and quantify risks associated with models
- Leverage a broad stack of technologies — from foundational frameworks (PyTorch, Hugging Face), to orchestration tools (LangChain, Vector Databases) to LLMOps, observability platforms, and more — to reveal the insights hidden within huge volumes of multi-modal data
- Build machine learning models to challenge “champion models” that are deployed in production today and contribute to the model governance framework for the next generation of models
- Validate a wide variety of models across multiple business domains within our Enterprise Services division, and flex your interpersonal skills to present how identified model risks could impact the business to executives.
Benefits
- Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.
- Learn more at the Capital One Careers website .
- Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.
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What This Job Offers
Job Type
Full-time
Career Level
Manager
Number of Employees
5,001-10,000 employees
