Senior Data Science Lead, Model Risk & Validation

Capital One; Chicago (IL); On-site; USD 147,000 - 168,000; Full time

Job summary

Capital One seeks a Principal Associate, Data Science for the Model Risk Office in Chicago. You will collaborate with data scientists, engineers and product managers to identify and quantify model risks, leveraging Python, AWS, Spark, and related tools at scale.

You will lead teams to build and validate machine learning models, challenge existing models, and communicate risk implications to executives, while advancing governance and responsible modeling practices.

Qualifications

• Bachelor’s in a quantitative field plus 5 years analytics
• Master’s in a quantitative field or MBA with quantitative concentration plus 3 years analytics
• PhD in a quantitative field

Responsibilities

• Partner with cross‑functional data science, software, and product teams to identify model risks
• Use Python, Conda, AWS, H2O, Spark to extract insights from large datasets
• Lead teams of data scientists building ML models to test current champion models
• Lead validation of diverse models across business domains and present risks to executives

Skills

Python

SQL

Machine Learning

AWS

Spark

H2O

Conda

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

Tools

AWS

Spark

H2O

Conda

Job description

Capital One seeks a Principal Associate, Data Science for the Model Risk Office in Chicago. You will collaborate with data scientists, engineers and product managers to identify and quantify model risks, leveraging Python, AWS, Spark, and related tools at scale.

You will lead teams to build and validate machine learning models, challenge existing models, and communicate risk implications to executives, while advancing governance and responsible modeling practices.