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Key skills for this role
The Credit Risk Management, Loss Forecasting and Allowance team uses the latest technologies and innovative models and data to forecast and optimize future losses associated with Capital One’s credit card portfolio. We partner with model development and software engineering teams to build predictive models and automate insight generation.
As a Data Scientist, you will focus on loss forecasting modernization and data transformation. The qualified candidate will support card loss forecasting: resilience, outlook, allowance and CCAR.
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, Spark, and more — to reveal the insights hidden within data
Build statistical/machine learning models to challenge “champion models” that are deployed in production today
Contribute to the model governance of the next generation of machine learning models
Flex your interpersonal skills to present how 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.
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 have experience with a wide array of methods.
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A data guru. “Big data” doesn’t faze you. You have the skills to retrieve, combine, and analyze data from a variety of sources and structures. You know understanding the data is often the key to great data science.
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 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 in “STEM” field (Science, Technology, Engineering, or Mathematics), or PhD in “STEM” field (Science, Technology, Engineering, or Mathematics)
Experience working with AWS
At least 2 years’ experience in Python, Scala, or R
At least 2 years’ experience with machine learning
At least 2 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. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.
Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.
Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.
If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.
For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com
Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.
Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).
Capital One is a U.S.-based financial services company offering credit cards, consumer banking, auto finance, and commercial banking products. It operates primarily in the United States with additional operations in Canada and the United Kingdom.
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