Capital One Director Data Science - Model Risk 

United States, Virginia, Arlington 

990090025

Director, Data Science - Model Risk

In this role, you will:

• Partner with a cross-functional team of data scientists, data analysts, and business analysts to drive great decisions through modeling

• Distill the details of complex interconnected modeling systems to influence senior business leaders on model strategy, business use, and risks

• Assess, challenge, and at times defend state-of-the-art decision-making systems to internal and regulatory partners

• Shape our practice of building machine learning models, from design through training, evaluation, validation, and implementation

• Oversee development of benchmark and challenger models to stress test critical modeling decisions

The Ideal Candidate is:

• A leader. You challenge conventional thinking and work with stakeholders to identify and improve the status quo.

• 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.

Basic Qualifications:

• Currently has, or is in the process of obtainingone of the followingwith 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 9 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 7 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 4 years of experience performing data analytics

• At least 4 years of experience leveraging open source programming languages for large scale data analysis

• At least 4 years of experience working with machine learning

• At least 4 years of experience utilizing relational databases

Preferred Qualifications:

• PhD in “STEM” field (Science, Technology, Engineering, or Mathematics) plus 5 years of experience in data analytics

• At least 5 years of experience in Python, Scala, or R for large scale data analysis

• At least 5 years of experience with machine learning

• At least 1 year of experience working with AWS

Chicago, IL: $239,900 - $273,800 for Dir, Data Science McLean, VA: $263,900 - $301,200 for Dir, Data Science New York, NY: $287,800 - $328,500 for Dir, Data Science Richmond, VA: $239,900 - $273,800 for Dir, Data ScienceThis role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at . All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.