Director, Data Science Model Risk Office
- Employer
- Capital One
- Location
- McLean, Virginia
- Closing date
- Jun 27, 2021
View more
- Industry
- Financial Services and Banking
- Function
- Finance
- Hours
- Full Time
Job Details
Director, Data Science Model Risk Office
Director - Data Scientist
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.
Team Description
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 manage the risk and uncertainty inherent in statistical models in order to lead Capital One to the best decisions, not just avoid the worst ones.
- Leverage a broad stack of technologies - Python, R, Conda, AWS, Spark, and more - to reveal the insights hidden within huge volumes of numeric and textual data
- Build and validate machine learning models through all phases of development, from design through training, evaluation, and implementation
- Flex your interpersonal skills to translate the complexity of your work into tangible business goals, and challenge model developers to advance their modeling, data, and analytic capabilities
The Ideal Candidate is:
- 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.
- A leader. You challenge conventional thinking and work with stakeholders to identify and improve the status quo. You're passionate about talent development for your own team and beyond.
- 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.
Basic Qualifications:
- Bachelor's Degree plus 9 years of experience in data analytics, or Master's Degree plus 7 years of experience in data analytics, or PhD plus 4 years of experience in data analytics
- At least 4 years of experience in open source programming languages for large scale data analysis
- At least 4 years of experience with machine learning
- At least 4 years of experience with relational databases
Preferred Qualifications:
- PhD in "STEM" field (Science, Technology, Engineering, or Mathematics) plus 5 years of experience in data analytics
- At least 1 year of experience working with AWS
- At least 3 years of experience managing people
- At least 5 years of experience in Python, Scala, or R for large scale data analysis
- At least 5 years of experience with machine learning
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
Company
We Don’t Only Think Big Things—At Capital One, We Do Big Things.
You’re dedicated to your career. You deserve professional satisfaction and personal fulfillment. You belong at Capital One.
Here, every day brings another chance to do impactful work that matters: helping millions of customers confidently manage their money, building stronger communities and delivering truly disruptive tech. You’ll give your all alongside some of the brightest, most resilient people in the industry—and in return, you’ll enjoy the growth opportunities, support, flexibility and benefits you need for an exhilarating life both on and off the job.
Be inspired. Be yourself. That’s #LifeAtCapitalOne.
Creating a Culture of Belonging
At Capital One, we value diversity, inclusion and belonging at our core. We’re building a place of belonging—where everyone can feel seen, heard, valued and free to be their authentic selves. We want to be a place of opportunity—where associates from all backgrounds innovate for our customers and communities, and build meaningful, fulfilling careers.
We endeavor to be a welcoming and inspiring place for all. We seek and embrace diversity. And we’re committed to having a diverse and inclusive workforce, focused on increasing the representation of underrepresented groups, strengthening our culture of inclusion and belonging and harnessing our scale to invest in our communities.
We’re focused on three core principles to advance diversity, inclusion and belonging across Capital One:
Create a culture of belonging where everyone can thrive and innovate
Attract and develop talent from all backgrounds and experiences
Ensure our systems and programs promote fairness and equity
Get a career with more at Capital One. Discover it for yourself today.
Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, sexual orientation, gender identity, protected veteran status, disability or other protected status.
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