Senior Associate, Data Scientist - Model Risk Office

About the role

The Capital One Model Risk Office is dedicated to safeguarding the company from model failures while enhancing decision-making through models, including unique risks associated with Generative AI (GenAI). Leveraging expertise in statistics, software engineering, and business, we strive to achieve optimal results for both Risk Management and the broader Enterprise.

Responsibilities

• Partner with a cross-functional team of data scientists, software engineers, and product managers to identify and quantify risks associated with models
• Leverage a broad stack of technologies — from foundational frameworks (PyTorch, Hugging Face), to orchestration tools (LangChain, Vector Databases) to LLMOps, observability platforms, and more — to reveal the insights hidden within huge volumes of multi-modal data
• Build machine learning models to challenge “champion models” that are deployed in production today and contribute to the model governance framework for the next generation of models
• Validate a wide variety of models across multiple business domains within our Enterprise Services division, and flex your interpersonal skills to present how identified model risks could impact the business to executives

Requirements

• Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date:
• A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 2 years of experience performing data analytics
• A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration

Preferred Qualifications

• Master’s Degree or PhD in “STEM” field (Science, Technology, Engineering, or Mathematics)
• Experience working with AWS
• At least 2 years’ experience in Python, Scala, or R for large scale data analysis
• At least 2 years’ experience with machine learning

Qualifications

• Statistically-minded
• A data guru

Skills

• Innovative
• Creative
• Technical
• Statistically-minded
• Data guru

Benefits

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being.

Pay

Salaries for this role are listed below, by location.

Schedule

This role is expected to accept applications for a minimum of 5 business days. No agencies please.