Director, Data Science- Model Risk and Applied Innovation

Employer
Capital One
Location
River Forest, Illinois
Posted
Nov 19, 2020
Closes
Nov 25, 2020
Ref
f7b35b7ca4e3
Sector
Law
Organization Type
Corporate
McLean 2 (19052), United States of America, McLean, Virginia

Director, Data Science- Model Risk and Applied Innovation

At Capital One, data is at the center of everything we do. When we launched 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.

In Capital One's Model Risk Office, we defend the company against model failures and find new ways of making better decisions with models. We use our statistics, software engineering, and business expertise to drive the best outcomes in both Risk Management and the Enterprise. We understand that we can't prepare for tomorrow by focusing on today, so we invest in the future: investing in new skills, building better tools, and maintaining a network of trusted partners. We learn from past mistakes,and develop increasingly powerful techniques to avoid their repetition.

As a senior individual contributor Director of Data Science, on any given day you'll be:

-Assessing, challenging, and at times defending state-of-the-art decision-making systems to internal and regulatory partners

-Distilling disparate details of complex interconnected systems into concrete actions with clear value

-Overseeing development of benchmark and challenger models to stress test critical modeling decisions

-Developing new ways of identifying weak spots in model predictions earlier and with more confidence than the best available methods

-Constructing software tools that make models better

The Ideal Candidate will be:

-Communicator: You can communicate complex ideas clearly to technical and non-technical audiences alike. Your team knows their priorities and you manage expectations with your broader cross-functional stakeholder network and leadership team.

-Innovative: You continually research and evaluate emerging technologies. You stay current on published state-of-the-art algorithms and models.

-Technical: Hands-on experience with model development through deployment, and subsequent monitoring. You have experience prototyping, implementing, and maintaining data science solutions in a large enterprise.

-Business-Minded: You can understand how to make tradeoffs and partner effectively to drive impactful business outcomes. We hold each other and our partners to a high bar: effective challenge, transparently acknowledging our mistakes, and using those learnings to foster growth and development.

- Leader: your ideas and solutions shape the way the Enterprise tackles the most challenging problems in data science

Twenty-five years after Capital One was started it's still led by its founder. Be ready to join a community of the smartest people you've ever met, who see the customer first, and want to use their data skills to make a difference.

Basic Qualifications:

- Bachelor's Degree plus 9 years' experience in data analytics, or Master's Degree plus 7 years' experience in data analytics, or PhD plus 4 years' of experience in data analytics

-At least 5 years' experience developing data science solutions in Python, R, or C++

-At least 5 years' experience developing data science solutions leveraging one or more of the following: operations research, predictive modeling, machine learning

Preferred Qualifications:

-Ph.D. in a "STEM" Major (Science, Technology, Engineering, or Math) plus 7 years of experience in data analytics

-At least 3 years' experience working within AWS or similar cloud platforms

-At least 3 years of experience leading data scientists

-At least 5 years' experience developing data science solutions in Python, R, C++

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.

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