Lead Data Scientist — Credit Risk & AI Modeling

Capital One Group; Virginia, Northern (IL, KY); Hybrid; USD 162,000 - 185,000; Full time

Job summary

Capital One is seeking a Principal Associate, Data Scientist - AI in Credit Data to build predictive models for underwriting and credit decisions, applying scalable ML methods to billions of records.

You will collaborate with data scientists, engineers, and product teams to deliver explainable AI solutions in a highly regulated financial environment, advancing credit decisioning at scale.

Qualifications

• Bachelor's degree in a quantitative field plus 5 years of data analytics experience.
• Master's degree in a quantitative field or MBA with a quantitative concentration plus 3 years of data analytics experience.
• PhD in a quantitative field plus 3 years of data analytics experience.

Responsibilities

• Develop modeling approaches to forecast credit outcomes in a rapidly changing economic environment.
• Apply cutting-edge explainability techniques to identify insights from complex models.
• Develop frameworks for AI-model-based decisioning in a highly regulated industry.
• Collaborate on a cross-functional team with a wide range of specializations and experience.

Skills

Python/Scala/R

Machine learning

Explainability

Education

Bachelor's degree in quantitative field

Master's degree in quantitative field or MBA with quantitative concentration

PhD in quantitative field

Tools

Distributed computing

High performance computing

Job description

Capital One is seeking a Principal Associate, Data Scientist - AI in Credit Data to build predictive models for underwriting and credit decisions, applying scalable ML methods to billions of records.

You will collaborate with data scientists, engineers, and product teams to deliver explainable AI solutions in a highly regulated financial environment, advancing credit decisioning at scale.