Senior Data Scientist, Model Risk & ML Governance

Capital One; Plano (TX); On-site; USD 147,000 - 168,000; Full time

Job summary

Capital One is seeking a Data Scientist to join the Model Risk Office, tackling model risk across multiple domains using Python, AWS, and a broad tech stack. You will lead data science teams, validate diverse models, and present risks to executives as part of governance for next-generation solutions.

The role emphasizes collaboration with data scientists, engineers, and product managers, along with strong focus on statistical methods, backtesting, and time series analysis to inform critical risk

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

Responsibilities

• Partner with a cross-functional team of data scientists, software engineers, and product managers to identify and quantify risks associated with models
• 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
• Lead teams of data scientists who build machine learning models to challenge current champion models that are deployed in production and contribute to the model governance framework for the next generation of models
• Lead validation of a wide variety of models across multiple business domains and flex your interpersonal skills to present how identified model risks could impact the business to executives

Skills

Statistical modeling

Data analysis

Machine learning

Leadership

Education

Bachelor's degree in quantitative field

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

PhD in quantitative field

Tools

Python

Conda

AWS

H2O

Spark

SQL

Job description

Capital One is seeking a Data Scientist to join the Model Risk Office, tackling model risk across multiple domains using Python, AWS, and a broad tech stack. You will lead data science teams, validate diverse models, and present risks to executives as part of governance for next-generation solutions.

The role emphasizes collaboration with data scientists, engineers, and product managers, along with strong focus on statistical methods, backtesting, and time series analysis to inform critical risk