Manager, Data Science - Model and Script Enhancement (MASE) Compliance

Capital One; Richmond (VA); On-site; USD 179,400 - 204,700; Full time

Benefits offered by this job

Performance-based incentive compensation

Comprehensive health benefits

Financial benefits

Inclusive workplace environment

Job summary

Capital One is searching for a Manager of Data Science focused on Model and Script Enhancement Compliance in Richmond, Virginia. The ideal candidate will own the assessment process of code reviews and identify compliance risks while leveraging machine learning and programming languages.

This position requires strong analytical skills, experience in data analytics, and a solid educational background in a quantitative field. Capital One offers competitive compensation and a comprehensive benefits package.

Qualifications

• 6+ years of experience performing data analytics with a Bachelor's degree.
• 4+ years with a Master's degree or MBA.
• 1+ year of experience utilizing relational databases.
• 1+ year of experience working with machine learning.

Responsibilities

• Own and drive the assessment process over computer code reviews.
• Identify high compliance risk scripts.
• Monitor the Script Governance Inventory.

Skills

Data analytics

Machine learning

Open source programming languages

Relational databases

Python

SQL

Java

Education

Bachelor's Degree in a quantitative field

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

PhD in a quantitative field

Job description

Manager, Data Science – Model and Script Enhancement (MASE) Compliance

Responsibilities

• Own and drive the assessment process over computer code (script) reviews – Code Design Intent Review (CoDIR). CoDIR evaluates the regulatory requirements the script is intended to effectuate and whether the script, as designed, meets that regulatory intent, and reports the results to the script owner.
• Own and execute the methodology for identifying high compliance risk scripts.
• Monitor the Script Governance Inventory to identify high compliance risk scripts as candidates for CoDIR review.
• Prepare CoDIR assessments and report results.
• Execute CoDIRs on scripts identified through the model risk assessment process; referred by the Compliance testing program or other channels.
• Identify opportunities to leverage GenAI or other capabilities to improve processes and automation.

Ideal Candidate

• Innovative: continually researches and evaluates emerging technologies, stays current on state‑of‑the‑art methods, technologies, and applications, and seeks out opportunities to apply them.
• A leader: challenges conventional thinking and works with stakeholders to identify and improve the status quo.
• Statistically‑minded: has built models and validated them; familiar with coding logic and languages.
• Risk Management focused: understands the importance and role of compliance risk management.
• Team Player: can successfully build and manage relationships across multiple groups.

Basic Qualifications

• Currently has, or is in the process of obtaining one of the following with 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 6 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 4 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 1 year of experience performing data analytics.
• At least 1 year of experience leveraging open source programming languages for large‑scale data analysis.
• At least 1 year of experience working with machine learning.
• At least 1 year of experience utilizing relational databases.

Preferred Qualifications

• At least 4 years of experience in Python, SQL, and Java.
• At least 4 years of experience with machine learning.
• Banking regulatory compliance experience.

Benefits

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.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial, and other benefits that support your total well‑being.

Salary Range: McLean, VA: $197,300 – $225,100 / Richmond, VA: $179,400 – $204,700.

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.

EEO Statement

Capital One is an equal opportunity employer (EOE, including disability/veteran) committed to non‑discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug‑free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23‑A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901‑4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.