Director 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! Fastforward 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 datadriven decisionmaking.

As a Data Science Leader 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 and operating across billions of customer records to unlock the big opportunities that help everyday people time and agony in their financial lives.

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:

• Partner with a crossfunctional team of data scientists data analysts and business analysts to drive great decisions through modeling

• Distill the details of complex interconnected modeling systems to influence senior business leaders on model strategy business use and risks

• Assess challenge and at times defend stateoftheart decisionmaking systems to internal and regulatory partners

• Shape our practice of building machine learning models from design through training evaluation validation and implementation

• Oversee development of benchmark and challenger models to stress test critical modeling decisions

The Ideal Candidate is:

• A leader. You challenge conventional thinking and work with stakeholders to identify and improve the status quo.

• 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.

• Technical. Youre comfortable with opensource languages and are passionate about developing further. You have handson experience developing data science solutions using opensource tools and cloud computing platforms.

• Statisticallyminded. 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.

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 Bachelors Degree in a quantitative field (Statistics Economics Operations Research Analytics Mathematics Computer Science or a related quantitative field) plus 9 years of experience performing data analytics

  • A Masters 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 7 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 4 years of experience performing data analytics

• At least 4 years of experience leveraging open source programming languages for large scale data analysis

• At least 4 years of experience working with machine learning

• At least 4 years of experience utilizing relational databases

Preferred Qualifications:

• PhD in STEM field (Science Technology Engineering or Mathematics) plus 5 years of experience in data analytics

• 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

• At least 1 year of experience working with AWS

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

The minimum and maximum fulltime 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 parttime roles will be prorated based upon the agreed upon number of hours to be regularly worked.

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 candidates offer letter.

Capital One offers a comprehensive competitive and inclusive set of health financial and other benefits that support your total wellbeing. Learn more at theCapital One Careers website. Eligibility varies based on full or parttime status exempt or nonexempt status and management level.

If you have visited our website in search of information on employment opportunities or to apply for a position and you require an accommodation please contact Capital One Recruiting ator via email at . All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

For technical support or questions about Capital Ones recruiting process please send an email to

Capital One does not provide endorse nor guarantee and is not liable for thirdparty products services educational tools or other information available through this site.

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).