Capital One Senior Manager, Data Science in McLean, Virginia

77 West Wacker Dr (35012), United States of America, Chicago, Illinois

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.

Senior Manager, Data Science

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 oversee models that are the foundation of our multi-billion dollar business and meet the needs of tens of millions of customers every day. We work to defend the company against the failure of those models and push Capital One's modeling and analytics capabilities to new plateaus. Model failures happen in a fascinating nexus of people, management and incentive structures, processes, technology, feedback loops, and unexpected external events... and it is our job to learn from past mistakes and develop techniques to avoid their repetition. We deal with a diverse array of modeling applications from Cybersecurity to Chatbots to Credit Risk. Today, Capital One is transforming its data infrastructure and modeling methodologies to build on its competitive advantage as a “Machine Learning company”. This gives us an unprecedented opportunity to cultivate the right practices and project them throughout the company.

We are seeking a Model Risk Officer with expertise in the development, deployment, maintenance, and monitoring of models in complex computational systems. This Data Scientist will lead an initiative to identify and address systemic risks at the intersection of machine learning and modern computing infrastructure.

On any given day, you might find yourself:

-Evaluating deployment architecture and code quality for a new machine learning system

-Acting as product owner for key components of Capital One's model technology infrastructure

-Overseeing a team of model validators building benchmark and challenger models to evaluate critical modeling decisions

-Developing and defending techniques for evaluating model performance

-Reading up on a new modeling algorithm that the business is starting to use

-Using modern computing tools (e.g. , Spark, H2O, AWS) to perform an analysis of bias in a model’s training data

-Writing blog posts or presentations to introduce our modeling community to emerging best practices

-Developing software tools that support well-managed model development and maintenance

The ideal candidate will be

-A strong communicator. Able to respectfully explain complex ideas and project influence to a diverse, collaborative audience.

-A constructive skeptic. Able to internalize the wisdom of the community, but also can see where changing facts require new ideas and is not afraid to say so.

-A quick learner. Able to master new tools and modeling techniques in order to effectively challenge decisions made by fast-moving partners

-A data wrangler. You know how to programmatically extract data from a database and an API, bring it through a transformation or two, and model it into human-readable form (ROC curve, map, d3 visualization, Tableau, etc.).

-A results-focused modeler. You are a passionate expert in Statistics and Machine Learning theory, but you also know that a model’s value emerges from a complex interaction of theory, people, data, and processes.

Basic Qualifications:

-Bachelor’s Degree plus 6 years of experience in data analytics, or Master’s Degree plus 4 years of experience in data analytics, or PhD plus 2 years of experience in data analytics

-At least 3 years’ experience in open source programming languages for large scale data analysis

-At least 3 years’ experience with machine learning

-At least 3 years’ experience with relational databases

Preferred Qualifications:

-PhD in “STEM” field (Science, Technology, Engineering, or Mathematics) plus 2 years of experience in data analytics

-At least 2 years’ experience working with Cloud environments

-At least 1 year experience managing people

-At least 5 years’ experience in Python, Scala, R, or other modern programming language

-At least 7 years’ experience with statistics or machine learning

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