Lead Data Scientist, Model Risk Office

Capital One; Richmond (VA); On-site; USD 147,000 - 185,000; Full time

Job summary

Capital One is seeking a Principal Associate, Data Science in the Model Risk Office to apply advanced modeling to risk decisions across the enterprise and collaborate with data scientists, engineers, and product managers to quantify model risk and strengthen governance for production models.

You will work with open-source tools and cloud platforms, build and backtest models, and present findings to executives.

Qualifications

• Bachelor's degree in a quantitative field plus 5 years analytics experience
• Master's degree in a quantitative field or MBA with quantitative concentration plus 3 years analytics
• PhD in a quantitative field is also acceptable

Responsibilities

• Identify and quantify risks associated with models with cross-functional teams
• Leverage Python, Conda, AWS, Spark to analyze large numeric and textual data
• Build machine learning models to challenge existing production models
• Contribute to model governance framework for next-gen ML models
• Present potential model risks to executives
• Validate models across multiple business domains within Enterprise Services

Skills

Python

SQL

R

Scala

Machine Learning

Big Data

Education

Bachelor's Degree in quantitative field

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

PhD in quantitative field

Tools

AWS

Spark

Conda

Job description

Capital One is seeking a Principal Associate, Data Science in the Model Risk Office to apply advanced modeling to risk decisions across the enterprise and collaborate with data scientists, engineers, and product managers to quantify model risk and strengthen governance for production models.

You will work with open-source tools and cloud platforms, build and backtest models, and present findings to executives.