Principal Associate, Data Scientist - Model Risk Office

Capital One Capital One · Banking · McLean, VA +1

This role is within Capital One's Model Risk Office, specifically supporting the Card Fraud Model Risk team. The primary responsibility is to evaluate model risk associated with fraud models across the customer lifecycle by performing rigorous assessments and building independent challenger models. The role involves building machine learning models through all phases of development, from design through training, evaluation, validation, and implementation, and leveraging technologies like Python, AWS, and Spark.

What you'd actually do

  1. Partner with a cross-functional team of data scientists, software engineers, and product managers to deliver a product customers love
  2. Leverage a broad stack of technologies — Python, Conda, AWS, H2O, Spark, and more — to reveal the insights hidden within huge volumes of numeric and textual data
  3. Build machine learning models through all phases of development, from design through training, evaluation, validation, and implementation
  4. Flex your interpersonal skills to translate the complexity of your work into tangible business goals

Skills

Required

  • Python
  • AWS
  • Spark
  • SQL
  • Machine Learning model development and deployment
  • quantitative field degree

Nice to have

  • H2O
  • PySpark
  • model development/deployment pipelines (e.g. Kubeflow)

What the JD emphasized

  • model risk
  • evaluating the model risk
  • rigorous assessment
  • independent challenger models

Other signals

  • evaluating model risk
  • rigorous assessment of developed fraud models
  • construction of independent challenger models