Principal Data Scientist, Model Risk & ML Governance

Capital One; Richmond (VA); On-site; USD 147,000 - 168,000; Full time

Job summary

Capital One in Richmond, VA seeks a Data Scientist to join the Model Risk Office. You will partner with data scientists, software engineers, and product managers to quantify model risks using Python, Conda, AWS, and Spark, helping unlock insights from billions of records.

You will contribute to model governance and present risk implications to executives, employing methods from clustering, classification, time series, and deep learning on large datasets.

Qualifications

• Bachelor's in a quantitative field plus 5 years of analytics experience.
• Master's in quantitative field or MBA with quantitative concentration plus 3 years of analytics experience.
• PhD in quantitative field (Statistics, Economics, OR/Analytics, Math, CS)

Responsibilities

• Partner with cross-functional teams to quantify model risks.
• Leverage Python, Conda, AWS, Spark to extract insights from large data.
• Build ML models to challenge currently deployed champions.
• Contribute to model governance for next-gen ML models.
• Present model risk implications to executives.
• Validate models across multiple business domains within Enterprise Services.

Skills

AWS

Python

Scala

R

SQL

Machine Learning

Education

Bachelor's in quantitative field

Master's in quantitative field or MBA with quantitative concentration

PhD in quantitative field

Tools

Spark

Conda

AWS

Job description

Capital One in Richmond, VA seeks a Data Scientist to join the Model Risk Office. You will partner with data scientists, software engineers, and product managers to quantify model risks using Python, Conda, AWS, and Spark, helping unlock insights from billions of records.

You will contribute to model governance and present risk implications to executives, employing methods from clustering, classification, time series, and deep learning on large datasets.