Principal Associate, Data Scientist, Model Risk Office

Company: Capital One
Location: Chicago
Posted on: June 2, 2025

Job Description:

Principal Associate, Data Scientist, Model Risk OfficeData 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: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.Role DescriptionIn 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 know how to interpret a confusion matrix or a ROC curve. You have experience with clustering, classification, sentiment analysis, time series, and deep learning.
• 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 a Bachelor's Degree plus 5 years of experience in data analytics, or currently has, or is in the process of obtaining a Master's Degree plus 3 years in data analytics, or currently has, or is in the process of obtaining PhD, with an expectation that required degree will be obtained on or before the scheduled start date.
• At least 1 year of experience in open source programming languages for large scale data analysis.
• At least 1 year of experience with machine learning.
• At least 1 year of experience with relational databases.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 building or validating models for financial services.
• 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.This role is Hybrid, with associates expected to consistently spend three days per week in the office.Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
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Keywords: Capital One, Gary , Principal Associate, Data Scientist, Model Risk Office, Administration, Clerical , Chicago, Indiana