Principal Data Scientist – Credit AI & Forecasting

Capital One; New York (NY); On-site; USD 177,000 - 201,000; Full time

Benefits offered by this job

Performance-based incentives

Job summary

Capital One in New York, NY is seeking a Principal Associate, Data Science to develop credit forecasting models and apply state-of-the-art explainability techniques. You will collaborate with a cross-functional team across applied credit, ML, and HPC disciplines to push the boundary of data-driven credit decisioning.

The ideal candidate will have 3+ years of ML experience, strong programming skills in Python/Scala/R, and a track record in building and validating models including time series and

Qualifications

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

Responsibilities

• Develop modeling approaches to forecast credit outcomes
• Apply explainability techniques to identify insights from complex models
• Develop frameworks for AI-model-based decisioning in a regulated industry
• Collaborate on a cross-functional team with varied specializations

Skills

Python

Scala

R

Machine Learning

Explainability

Distributed computing

Data analysis

Education

Bachelor's degree in quantitative field

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

PhD in quantitative field

Job description

Capital One in New York, NY is seeking a Principal Associate, Data Science to develop credit forecasting models and apply state-of-the-art explainability techniques. You will collaborate with a cross-functional team across applied credit, ML, and HPC disciplines to push the boundary of data-driven credit decisioning.

The ideal candidate will have 3+ years of ML experience, strong programming skills in Python/Scala/R, and a track record in building and validating models including time series and