Senior Manager, Data Science - Model Risk Office

Senior Manager, Data Science - Model Risk Office

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, you’ll be part of a team that’s 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 save money, time and agony in their financial lives.

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.

The successful candidate will join the Card Fraud Model Risk team, which is tasked with evaluating risk for Card Fraud models used throughout the customer lifecycle. This role covers fraud detection at various stages, including application, transaction, and payment, for both first‑party and third‑party use cases. The team conducts thorough assessments of existing fraud models and builds independent challenger models to ensure effective oversight.

Working within a small, innovative group, you will act as a key individual contributor investigating advanced algorithms such as graph, neural, tree‑based, and sequence methods to create robust challenger models. Additionally, you will provide mentorship to junior data scientists as you explore cutting‑edge solutions and oversee card fraud model risk.

• Partner with a cross‑functional team of data scientists, software engineers, and product managers to deliver a product customers love.
• 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.
• Build machine learning models through all phases of development, from design through training, evaluation, validation, and implementation.
• Flex your interpersonal skills to translate the complexity of your work into tangible business goals.

• 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.
• 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 back‑tested 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.

• 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 7 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 5 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 2 years of…