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Director, Data Science - Model Risk Office

Location: McLean, Virginia; Richmond, Virginia; New York, New York; Plano, Texas
Job ID R121887 Updated date 09/14/2021
Center 2 (19050), United States of America, McLean, Virginia

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. As a Director of Data Science in the Model Risk Office, on any given day you’ll be:

  • Identifying, assessing and quantifying the risks stemming from open source software dependencies, as well as the design of effective strategies and controls for managing the risks of the model software supply chain. You will also be a thought partner to leaders of the Center for Machine Learning and Delivery Experience for the Software Delivery Life Cycle at Capital One (SDLC), helping them design and build software supply chains that effectively manage model risk

  • Identifying, assessing, and quantifying the risks stemming from data service interactions and service orchestration platforms. You will also be a thought partner to the leaders of the Center for Machine Learning and other Technology teams building our next generation of Feature Computation and Machine Learning Platforms, helping them design and build platforms that effectively manage model risk

  • Assessing, challenging, and at times defending state-of-the-art decision-making systems to internal and regulatory partners

  • Distilling disparate details of complex interconnected systems into concrete actions with clear value

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

  • Developing new ways of identifying weak spots in model predictions earlier and with more confidence than the best available methods

  • Constructing software tools that make models better 

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.

A successful Candidate will have: 

  • Experience setting and implementing broad strategic vision for ML applications, underlying platforms, and software 

  • Demonstrated technical open source community involvement through software contributions, posters, presentations, and other participation.  Expertise in testing of machine learning and statistical software. Experience with open source software packaging, environment management, and reproducibility

  • Demonstrated experience with compute orchestration tools such as AirFlow, Prefect, Nomad, Kubernetes, and ECS. Expertise in model  service paradigms, model interface languages such as JSON and protobuf, and testing strategies for machine learning and statistical software

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.

No agencies please. 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, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, citizenship, pregnancy or maternity, protected veteran status, or any other status prohibited by applicable national, federal, state or local law. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

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 at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. 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 One's recruiting process, please send an email to Careers@capitalone.com

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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).

Who We Are

At Capital One, we’re building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.

Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.