Job Description

Center 2 (19050), United States of America, McLean, Virginia

Manager, Data Science- Model Risk

Data 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, youll be part of a team thats leading the next wave of disruption at a whole new scale, using the latest in computing and machine learning technologies to explore small as well as big data problems.

In Capital Ones Model Risk Office, we defend the company against model failures and find new ways of making better decisions with models. We use our statistics, software engineering, and business expertise to drive the best outcomes in both Risk Management and the Enterprise. We understand that we cant prepare for tomorrow by focusing on today, so we invest in the future: investing in new skills, building better tools, and maintaining a network of trusted partners. We learn from past mistakes,and develop increasingly powerful techniques to avoid their repetition.

In this role, you will:

* Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools.

* Understand technical issues in econometric, statistical, and machine learning modeling and apply these skills toward validating and developing models and assessing model risks and opportunities.

* Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication;

* Leverage open source technologies and tools Python, AWS, R, and more identify areas of opportunity in our existing framework.

The Ideal Candidate is:

* Statistically-minded. Youve 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.

* 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. Youre not afraid to share a new idea.

* A leader. You challenge conventional thinking and work with stakeholders to identify and improve the status quo. Youre passionate about talent development for your own team and beyond.

* Technical. Youre comfortable with open-source languages and are passionate about developing further. You have hands-on experience developing data science solutions using open-source tools and cloud computing platforms.

Basic Qualifications:

* Bachelors Degree plus 6 years of experience in data analytics, or Masters Degree plus 4 years of experience in data analytics, or PhD plus 1 year of experience in data analytics

* At least 2 years experience in open source programming languages for small and large scale data analysis

* At least 2 years experience with machine learning

* At least 2 years experience with relational databases

Preferred Qualifications:

* PhD in STEM field (Science, Technology, Engineering, or Mathematics) plus 3 years of experience in data analytics

* At least 1 year of experience working with AWS

* At least 4 years experience in Python or R for small and large scale data analysis

* At least 4 years experience with machine learning

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.