Manager, Data Scientist - Deposit Forecasting and Pricing

Manager, Data Scientist - Deposit Forecasting and Pricing Data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data‑driven decision‑making. As a Data Scientist at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives. Team Description As a Data Scientist at the Retail and Direct Bank, you’ll be part of a high performing modeling and analytics team that is on a mission to define the next generation of banking. The Bank team has a relentless focus on the craft of statistical modeling and innovation with a target towards continually improving decision making and delivering value to the business. Role Description This role offers a unique opportunity to be part of a dynamic analytics and modeling team focused on developing behavior models for balance sheet portfolios. We are currently looking for candidates with strong modeling and analytical skills. This position will work with other quantitative analysts, data scientists, and the business analysts in developing and enhancing the deposit modeling framework to support multiple business purposes in Capital One. Responsibilities and Skills Develop and support econometric time-series models for the balance sheet Identify opportunities to apply quantitative methods to improve business performance Demonstrate track record in behavior model development Ability to clearly communicate models and methods to management, model risk office, regulators and other modelers Develop and maintain high quality and transparent documentation 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. Statistically‑minded. You’ve built models, validated them, and back tested 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 6 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 4 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) plus 1 year of experience performing data analytics At least 1 year of experience leveraging open source programming languages for large scale data analysis At least 1 year of experience working with machine learning At least 1 year of experience utilizing relational databases Preferred Qualifications PhD in “STEM” field (Science, Technology, Engineering, or Mathematics) plus 3 years of experience in statistical analysis At least 1 year of experience working with AWS At least 4 years' experience in Python, Scala, or R for large scale data analysis At least 4 years' experience with machine learning At least 4 years' experience with SQL Capital One will consider sponsoring a new qualified applicant for employment authorization for this position. Salary and Incentives The minimum and maximum full‑time annual salaries for this role are listed below, by location. Salaries are solely for candidates hired to perform work within one of these locations. Salary for part‑time roles will be prorated based on the agreed number of hours. McLean, VA: $197,300 - $225,100 for Mgr, 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. Benefits Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well‑being. Eligibility varies based on full or part‑time status, exempt or non‑exempt status, and management level. 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. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23‑A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901‑4920; New York City’s Fair Chance Act; Philadelphia’s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries. For accommodation requests, contact Capital One Recruiting at View phone number on click.appcast.io or email View email address on click.appcast.io. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations. #J-18808-Ljbffr