Capital One Manager Data Scientist Model Risk Office 

United States, Virginia, Arlington 

855778717

In this role, you will:

• 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 — Python, Conda, AWS, Spark, and more — to reveal the insights hidden within data

• Build statistical/machine learning models to challenge “champion models” that are deployed in production today

• Contribute to the model governance of the next generation of machine learning models

• Flex your interpersonal skills to present how model risks could impact the business to executives

The Ideal Candidate is:

• Innovative. You continually research and evaluate emerging technologies. You stay current on published state-of-the-art methods, technologies, and applications and seek out opportunities to apply them.

• Creative. You thrive on bringing definition to big, undefined problems. You love asking questions and pushing hard to find answers. You’re not afraid to share a new idea.

• Technical. You’re comfortable with open-source languages and are passionate about developing further. You have hands-on experience developing data science solutions using open-source tools and cloud computing platforms.

• Statistically-minded.You’ve built models, validated them, and backtested them. You know how to interpret a confusion matrix or a ROC curve. You have experience with clustering, classification, sentiment analysis, time series, and deep learning.

• A data guru. “Big data” doesn’t faze you. You have the skills to retrieve, combine, and analyze data from a variety of sources and structures. You know understanding the data is often the key to great data science.

• Currently has, or is in the process of obtaining a Bachelor’s Degree plus 6 years of experience in data analytics, or currently has, or is in the process of obtaining a Master’s Degree plus 4 years of experience in data analytics, or currently has, or is in the process of obtaining PhD plus 1 year of experience in data analytics, with an expectation that required degree will be obtained on or before the scheduled start date

• At least 2 years’ experience in open source programming languages for large scale data analysis

• At least 2 years’ experience with machine learning

• At least 2 years’ experience with relational databases

• PhD in “STEM” field (Science, Technology, Engineering, or Mathematics) plus 3 years of experience in data analytics

• At least 2 years of experience building or validating models for financial services

• 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

• At least 4 years’ experience with SQL

This role is Hybrid, with associates expected to consistently spend three days per week in the office.