Manager, Data Science, Model Risk Office

Capital One Financial

Confirmed live today Low trust

Quick summary

Work type: On-site
Location: McLean, VARiverwoods, IL
Salary: $197,300–$225,100 / yr
Employment: Full-time
Posted: 159 days ago
Freshness: Confirmed live today
Nearby: 99+ roles within 25 mi

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Salary context

Competitive pay

How this pay compares to similar roles

Similar $203k

This role $211k

$153k $246k

below market most similar roles pay here above market

This role pays more than 61% of similar roles. Most pay $169,300–$236,562 — the blue band above. At the midpoint, this role pays about $211k versus about $203k for comparable roles.

Based on 240 similar postings.

Employer

About Capital One Financial

Capital One Financial is a bank holding company specializing in credit cards, auto loans, banking, and savings products, known for its data-driven approach to consumer and commercial finance. Industry: Financial Services & Banking

Capital One Financial currently has 2107 open roles on FindRole.

Listed pay typically runs $197,300–$225,100 across 1107 roles with salary data.

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At a glance

TL;DR · Manager, Data Science, Model Risk Office

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Manager, Data Science - Model Risk Office joins the Model Validation team to perform independent validations for payment network business models. Reporting to the Model Risk Office, the individual will assess fraud risk, Anti-Money Laundering, counterparty risk, and financial models in accordance with SR 11-7 regulatory guidance and internal standards. Daily responsibilities include validating rule-based systems, statistical models, and machine learning approaches like Gradient Boosting and Random Forest. The role requires identifying technical issues in econometric and statistical modeling while maintaining high-quality documentation. Candidates must leverage open-source programming languages, relational databases, and cloud computing platforms like AWS. Key skills include experience with clustering, classification, sentiment analysis, time series, and deep learning to solve complex problems within the payment network domain.

What does a Data Science Manager earn?

Median $211200 from 43 postings across 13 companies.

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Skills

Machine Learning Python Scala R AWS Relational Databases Gradient Boosting Deep Learning Time Series Clustering Classification Sentiment Analysis Statistical Modeling econometric, s Big Data ROC Curve Confusion Matrix

What you'll do

Perform independent model validations for payment network models including fraud, AML, counterparty, and financial models.
Validate rule-based systems, statistical models, and machine learning models like Gradient Boosting and Random Forest.
Assess model risks and opportunities by applying econometric, statistical, and machine learning skills.
Communicate complex technical concepts and research results to non-specialist audiences and senior management.
Maintain model efficiency and accuracy through continuous improvement and the application of best practices.
Develop and maintain high-quality, transparent documentation for all model validation activities.
Leverage open-source technologies and tools to identify opportunities within the existing framework.

What we're looking for

Must have a Bachelor's in a quantitative field plus 6 years of data analytics experience.
Must have a Master's in a quantitative field or MBA with a quantitative concentration plus 4 years of data analytics experience.
Must have a PhD in a quantitative field plus 1 year of data analytics experience.
Must have at least 1 year of experience leveraging open source programming languages for large scale data analysis.
Must have at least 1 year of experience working with machine learning.
Must have at least 1 year of experience utilizing relational databases.
Must have experience with clustering, classification, sentiment analysis, time series, and deep learning.
Must have at least 4 years of experience in Python, Scala, or R for large scale data analysis (preferred).

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