Manager, Data Scientist - Optimization

Capital One • McLean, VA

21h • $197,300 - $245,600

About The Position

Capital One’s Retail Bank modeling and analytics team is focused on defining the next generation of banking through statistical modeling, innovation, machine learning, and distributed computing. The team builds data products that enable automation and in-the-moment decisioning.

The Manager, Data Scientist will work with Product Managers and Business Analysts to design in-market experiments and validate assumptions before full-scale development. The role translates ambiguous business challenges into structured mathematical problems and designs and implements optimization models—including linear, mixed-integer, nonlinear, and heuristic methods—to improve decision-making. The position develops, tests, and deploys production-grade optimization algorithms and simulation models using Python and commercial or open-source solvers, and partners with Product, Engineering, and Business teams to integrate optimization engines into software systems and workflows. It also involves developing machine-learning models throughout the design, training, evaluation, validation, and implementation lifecycle.

The ideal candidate can deliver strategic business value by optimizing customer experience funnels and risk policies, evaluating external data, and establishing closed-loop experimental frameworks that connect predictive backtesting with live operational outcomes. They are customer-focused, stay current with emerging technologies and state-of-the-art methods, and have hands-on experience developing data science solutions with open-source tools and cloud computing platforms.

Requirements

• Bachelor’s degree plus 6 years of experience in data analytics, or a master’s degree plus 4 years of experience in data analytics, or a Ph.D. plus 1 year of experience in data analytics.
• At least 2 years of experience in open-source programming languages for large-scale data analysis.
• At least 2 years of experience with machine learning.
• At least 2 years of experience with relational databases.

Nice To Haves

• Ph.D. in a STEM field (Science, Engineering, Operations Research, or Mathematics) plus 2 years of experience in data analytics.
• At least 1 year of experience working with AWS.
• At least 4 years of experience in Python, Scala, or R for large-scale data analysis.
• At least 4 years of experience with machine learning.
• Experience using numerical optimization to solve business problems.
• Experience with linear, nonlinear, and integer programming techniques and software packages.
• A track record of optimizing business outcomes and decision systems.
• Experience formulating business problems involving complex data, models, and policy rules.
• Working experience with time-series models.

Responsibilities

• Work with Product Managers and Business Analysts to design in-market experiments and validate assumptions before full-scale development.
• Translate ambiguous business challenges into structured mathematical problems.
• Design and implement optimization models, including linear, mixed-integer, nonlinear, and heuristic models, to improve decision-making.
• Develop, test, and deploy production-grade optimization algorithms and simulation models using Python and commercial or open-source solvers.
• Partner with Product, Engineering, and Business teams to integrate optimization engines into existing software systems and workflows.
• Build machine-learning models through design, training, evaluation, validation, and implementation.
• Optimize customer experience funnels and risk policies, evaluate external data, and establish experimental frameworks that align predictive backtesting with live operational outcomes.

Benefits

• Comprehensive health, financial, and other benefits supporting total well-being.
• Eligibility for 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