Manager, Data Scientist

In Capital One’s 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 can’t 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.

Role Description-

In this role, you will:

• 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, Spark, and more - to reveal the insights hidden within huge volumes of numeric and textual data

• Build machine learning models to challenge “champion models” that are deployed in production today

• Contribute to the model governance framework for the next generation of machine learning models

• Flex your interpersonal skills to present how model risks could impact the business to executives

• Validate a wide variety of models across multiple business domains within our Enterprise Services devision

• 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. You’re not afraid to share a new idea, and you’re not afraid to learn about different aspects of Capital One’s businesses.

• Technical. You’re 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.

• Statistically-minded. You’ve 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.

• A data guru. “Big data” doesn’t faze you. You have the skills to retrieve, combine, and analyze data from a variety of sources and structures. You know understanding the data is often the key to great data science.

Basic 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:

• A Bachelor’s Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 6 years of experience performing data analytics

• A Master’s Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 4 years of experience performing data analytics

• A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 1 year of experience performing data analytics

• At least 1 year of experience leveraging open source programming languages for large scale data analysis

• At least 1 year of experience working with machine learning

• At least 1 year of experience utilizing 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, Scala, or R for large scale data analysis

• At least 4 years’ experience with machine learning

• At least 4 years’ experience with SQL

• At least 4 years’ experience building or validating models related to fraud detection, digital marketing, cybersecurity, or sensitive data detection.

The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

McLean, VA: $197,300 - $225,100 for Mgr, Data Science

Richmond, VA: $179,400 - $204,700 for Mgr, Data Science

Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.

This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website (https://www.capitalonecareers.com/benefits) . Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

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., Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).