Principal Associate, Data Scientist - Deposit Forecasting and Pricing

Capital One Capital One · Banking · McLean, VA

This role focuses on developing and supporting econometric time-series models for balance sheet portfolios within Capital One's Retail and Direct Bank. The Data Scientist will apply quantitative methods to improve business performance, demonstrate a track record in behavior model development, and communicate complex models to various stakeholders including management, model risk office, and regulators. The ideal candidate has hands-on experience with data science solutions using open-source tools and cloud platforms, with specific experience in time series, clustering, classification, sentiment analysis, and deep learning.

What you'd actually do

  1. Develop and support econometric time-series models for the balance sheet
  2. Identify opportunities to apply quantitative methods to improve business performance
  3. Demonstrate track record in behavior model development
  4. Ability to clearly communicate models and methods to management, model risk office, regulators and other modelers
  5. Develop and maintain high quality and transparent documentation

Skills

Required

  • Python
  • SQL
  • machine learning
  • time series
  • clustering
  • classification
  • sentiment analysis
  • deep learning
  • econometric time-series models

Nice to have

  • AWS

What the JD emphasized

  • behavior model development
  • model risk office
  • regulators

Other signals

  • develop and support econometric time-series models
  • apply quantitative methods to improve business performance
  • behavior model development
  • communicate models and methods to management, model risk office, regulators and other modelers
  • develop and maintain high quality and transparent documentation