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Director, Data Science- Model Risk

Location McLean, Virginia; New York, New York; Chicago, Illinois
Job ID R98656 Updated date 07/29/2020
McLean 2 (19052), United States of America, McLean, Virginia

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.

Director, Data Science- Model Risk

At Capital One, data is at the center of everything we do. When we launched 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.

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 senior individual contributor Director of Data Science, on any given day you’ll be:

-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 

The Ideal Candidate will be:

-Communicator: You can communicate complex ideas clearly to technical and non-technical audiences alike.  Your team knows their priorities and you manage expectations with your broader cross-functional stakeholder network and leadership team.

-Innovative: You continually research and evaluate emerging technologies. You stay current on published state-of-the-art algorithms and models.

-Technical: Hands-on experience with model development through deployment, and subsequent monitoring. You have experience prototyping, implementing, and maintaining data science solutions in a large enterprise. 

-Business-Minded: You can understand how to make tradeoffs and partner effectively to drive impactful business outcomes. We hold each other and our partners to a high bar: effective challenge, transparently acknowledging our mistakes, and using those learnings to foster growth and development.

- Leader: your ideas and solutions shape the way the Enterprise tackles the most challenging problems in data science

Twenty-five years after Capital One was started it’s still led by its founder. Be ready to join a community of the smartest people you’ve ever met, who see the customer first, and want to use their data skills to make a difference.

Basic Qualifications:

- Bachelor’s Degree plus 9 years’ experience in data analytics, or Master’s Degree plus 7 years’ experience in data analytics, or PhD plus 4 years’ of experience in data analytics

-At least 5 years’ experience developing data science solutions in Python, R, or C++

-At least 5 years’ experience developing data science solutions leveraging one or more of the following: operations research, predictive modeling, machine learning

Preferred Qualifications:

-Ph.D. in a “STEM” Major (Science, Technology, Engineering, or Math) plus 7 years of experience in data analytics

-At least 3 years’ experience working within AWS or similar cloud platforms

-At least 3 years of experience leading data scientists 

-At least 5 years’ experience developing data science solutions in Python, R, C++

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.

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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).