Principal Associate, Data Science - Model Risk Office

Role Description In this role, you will: 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 — Python, Conda, AWS, H2O, Spark, and more — to reveal the insights hidden within huge volumes of numeric and textual data Lead teams of data scientists who build machine learning models to challenge current champion models that are deployed in production and contribute to the model governance framework for the next generation of models Lead validation of a wide variety of models across multiple business domains and flex your interpersonal skills to present how identified model risks could impact the business to executives. The Ideal Candidate is: Innovative. You continually research and evaluate emerging technologies. You stay current on published state‑of‑the‑art methods, technologies, and applications and seek out opportunities to apply them. Creative. You thrive on bringing definition to big, undefined problems. You love asking questions and pushing hard to find answers. You’re not afraid to share a new idea. A leader. You challenge conventional thinking and work with stakeholders to identify and improve the status quo. You’re passionate about talent development for your own team and beyond. Technical. You’re comfortable with open‑source languages and are passionate about developing further. You have hands‑on experience developing data science solutions using open‑source tools and cloud computing platforms. Statistically‑minded. You’ve built models, validated them, and backtested them. You know how to interpret a confusion matrix or a ROC curve. You have experience with clustering, classification, sentiment analysis, time series, and deep learning. Basic Qualifications 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 5 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 plus 3 years of experience performing data analytics A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) Preferred Qualifications Master’s Degree in “STEM” field (Science, Technology, Engineering, or Mathematics) plus 3 years of experience in data analytics, or PhD in “STEM” field (Science, Technology, Engineering, or Mathematics) At least 1 year of experience working with AWS At least 3 years’ experience in Python, Scala, or R At least 3 years’ experience with machine learning At least 3 years’ experience with SQL Capital One will consider sponsoring a new qualified applicant for employment authorization for this position. The minimum and maximum full‑time annual salaries for this role are listed below, by location. Chicago, IL: $147,100 - $167,900 for Principal Associate, Data Science McLean, VA: $161,800 - $184,600 for Principal Associate, Data Science New York, NY: $176,500 - $201,400 for Principal Associate, Data Science Plano, TX: $147,100 - $167,900 for Principal Associate, Data Science This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan. Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well‑being. Capital One is an equal opportunity employer (EOE, including disability/vet) committed to non‑discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug‑free workplace. #J-18808-Ljbffr