Data Science Leader — Model Risk & Strategy

Capital One; McLean (VA); On-site; USD 225,000 - 257,000; Full time

Job summary

Capital One seeks a Senior Manager, Data Science to lead model risk initiatives in its Model Risk Office. You will collaborate with data scientists, software engineers, and product managers to quantify model risks and drive improvements using Python, AWS, Spark, and related tools.

You will defend and refine advanced decisioning systems, shape ML model development end-to-end, and oversee benchmark and challenger models to stress test critical decisions.

Qualifications

• Currently has, or is in the process of obtaining a Bachelor’s Degree plus 7 years of experience in data analytics
• Master’s Degree plus 5 years of experience in data analytics
• PhD plus 2 years of experience in data analytics, with an expectation that required degree will be obtained on or before start date
• At least 3 years’ experience in open source programming languages for large scale data analysis
• At least 3 years’ experience with machine learning
• At least 3 years’ experience with relational databases

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 — Python, Conda, AWS, Spark, and more — to reveal insights and build challenger models
• Distill the details of complex interconnected modeling systems to influence senior business leaders on model strategy, business use, and risks
• Assess, challenge, and 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

Skills

Open source languages

Machine learning

Relational databases

Education

Bachelor’s degree + 7 years data analytics

Master’s degree + 5 years data analytics

PhD + 2 years data analytics

Tools

Python

Scala

R

AWS

Spark

Job description

Capital One seeks a Senior Manager, Data Science to lead model risk initiatives in its Model Risk Office. You will collaborate with data scientists, software engineers, and product managers to quantify model risks and drive improvements using Python, AWS, Spark, and related tools.

You will defend and refine advanced decisioning systems, shape ML model development end-to-end, and oversee benchmark and challenger models to stress test critical decisions.