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Manager, Data Scientist - Model Risk Office - Capital One
Data Scientist
Lead a high‑impact team of data scientists focused on model risk assessment and mitigation, leveraging advanced machine learning, statistical modeling, and SQL to safeguard Capital One’s credit decision processes.
About the role
Key Responsibilities
- Lead the design, development, and deployment of robust statistical and machine learning models to evaluate and mitigate model risk across credit products.
- Collaborate with cross‑functional teams to define model governance frameworks, ensuring compliance with regulatory standards and internal risk policies.
- Oversee model validation, performance monitoring, and documentation, driving continuous improvement and scalability.
- Mentor and coach a team of data scientists, fostering a culture of analytical rigor and innovation.
- Communicate complex model insights to senior stakeholders, translating technical findings into actionable business decisions.
Requirements
- 10+ years of experience in data science, with at least 5 years in a leadership role within model risk or credit risk domains.
- Proficiency in Python, SQL, and advanced statistical techniques for model development and validation.
- Deep understanding of model risk management frameworks, regulatory requirements, and best practices.
- Strong analytical, problem‑solving, and communication skills, with a track record of influencing senior leadership.
- Experience with large‑scale data platforms and cloud technologies (e.g., AWS, Azure) is a plus.
Skills
pythonsqlmachine learning