Manager, Data Scientist - Model Risk Audit

Capital One Group; McLean (VA); On-site; USD 197,300 - 225,100; Full time

Job summary

Capital One is seeking a Manager, Data Scientist for Model Risk Audit to partner with data scientists, engineers and product managers across locations, delivering analytics-driven insights. You will audit models, validate performance, and translate complex results into business impact while exploring NLP and Gen AI to enhance risk assessment.

The role emphasizes leadership, innovation, and communicating technical concepts to non-technical stakeholders, with a strong ML/AI and cloud tech focus.

Qualifications

• Bachelor's/Master's/PhD in a quantitative field with relevant analytics experience.
• Experience with large-scale data analytics and ML workflows.
• Strong programming in Python/SQL and open source tools.

Responsibilities

• Audit ML models through all lifecycle stages from design to deployment.
• Collaborate with data scientists and engineers to translate findings into business actions.
• Apply NLP and Gen AI techniques to extract insights from large text corpora.

Skills

Python

SQL

Machine learning

AWS

NLP

Gen AI

Education

Bachelor's degree in a quantitative field

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

PhD in a quantitative field

Tools

Spark

H2O

Conda

Job description

## Manager, Data Scientist - Model Risk AuditApplylocations: McLean, VA: Charlotte, NC: Richmond, VA: New York, NY: Plano, TXtime type: Full timeposted on: Posted Todayjob requisition id: R247516Manager, Data Scientist - Model Risk AuditData is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.As a Data Scientist at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.As part of Capital One’s Model Audit team, you will have a unique vantage point to review models and model risk practices across the enterprise and the opportunity to connect the dots to raise the appropriate model risk issues and provide assurance to the Audit Committee. Successful candidates will partner cross-functionally with business throughout the company to deliver breakthrough analytical solutions to support a winning strategy in a continually changing business environment. You will be the driving force to experiment, innovate, and create next-generation features powered by the latest emerging NLP and Generative AI technologies. If you love a fast-paced, highly rewarding environment, and you love being a builder and communicator, this is the place for you.****In this role, you will:***** Partner with a cross-functional team of data scientists, software engineers, and product managers to deliver a product customers love* Leverage a broad stack of technologies - Python, Conda, AWS, H2O, Spark, and more - to reveal the insights hidden within huge volumes of numeric and textual data* Audit machine learning models through all phases of development, from design through training, evaluation, validation, and implementation* Flex your interpersonal skills to translate the complexity of your work into tangible business goals****The Ideal Candidate is:***** Innovative. You continually research and evaluate emerging technologies. You stay current on published state-of-the-art methods, technologies, and applications and seek out opportunities to apply them.* 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.* A leader. You challenge conventional thinking and work with stakeholders to identify and improve the status quo. You’re passionate about talent development for your own team and beyond.* 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 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:***** PhD in “STEM” field (Science, Technology, Engineering, or Mathematics) plus 3 years of experience in data analytics* At least 4 years of experience in Python, Scala, or R for large scale data analysis* At least 4 years of experience with machine learning* At least 4 years of experience with SQL* At least 1 year of experience working with deep learning or Gen AI applications* At least 1 year of experience working with AWS****Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.****The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.Charlotte, NC: $179,400 - $204,700 for Mgr, Data ScienceMcLean, VA: $197,300 - $225,100 for Mgr, Data ScienceNew York, NY: $215,200 - $245,600 for Mgr, Data SciencePlano, TX: $179,400 - $204,700 for Mgr, Data ScienceRichmond, VA: $179,400 - $204,700 for Mgr, Data ScienceCandidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.This 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.Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.This role is expected to accept applications for a minimum of 5 business days.No agencies please. Capital One is an equal opportunity employer (EOE, including disability/vet) 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.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 [e-mail]. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.