Senior Manager, Data Science - Model Risk

Capital One • Richmond, VA

2d

About The Position

Capital One’s Model Risk Office defends the company against model failures and identifies ways to improve model-based decisions. The team applies statistics, software engineering, and business expertise to support outcomes in Risk Management and across the Enterprise, while developing new skills, tools, and trusted partnerships and learning from past mistakes to prevent them from recurring.

The Senior Manager, Data Science partners with data scientists, software engineers, and product managers to deliver customer-focused products. The role uses technologies such as Python, Conda, AWS, H2O, and Spark to analyze large volumes of numeric and textual data. It builds machine learning models across the full development lifecycle, from design and training through evaluation, validation, and implementation, and communicates technical work in terms of tangible business goals.

Requirements

• A qualifying quantitative degree and data analytics experience: a bachelor's degree plus 7 years; a master's degree or quantitatively concentrated MBA plus 5 years; or a PhD plus 2 years.
• At least 2 years of experience using open-source programming languages for large-scale data analysis.
• At least 2 years of experience working with machine learning.
• At least 2 years of experience utilizing relational databases.
• Hands-on experience developing data science solutions using open-source tools and cloud computing platforms.
• Experience building, validating, and backtesting models, and interpreting measures such as confusion matrices and ROC curves.
• Experience with clustering, classification, sentiment analysis, time series, and deep learning.
• Ability to retrieve, combine, and analyze data from varied sources and structures.

Nice To Haves

• PhD in a STEM field plus 4 years of experience in data analytics.
• At least 1 year of experience working with AWS.
• At least 1 year of experience managing people or leading team-based projects.
• At least 5 years of experience using Python, Scala, or R for large-scale data analysis.
• At least 5 years of experience with machine learning.

Responsibilities

• Partner with data scientists, software engineers, and product managers to deliver products customers love.
• Use technologies such as Python, Conda, AWS, H2O, and Spark to find 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.
• Research and evaluate emerging technologies, methods, and applications, and identify opportunities to apply them.
• Work with stakeholders to challenge conventional thinking and improve the status quo.
• Support talent development for the team and beyond.

Benefits

• Comprehensive 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: Senior