As a Manager of Data Science in the Model Risk Office at Capital One, you will lead efforts to safeguard against model failures and enhance decision-making through advanced analytics, particularly focusing on Generative AI. Your role involves leveraging technologies such as PyTorch, Hugging Face, LangChain, and vector databases to build machine learning models that challenge existing “champion models” and contribute to the governance framework for future models. You will validate a variety of models across multiple business domains within Enterprise Services and communicate model risks to executives effectively. This position requires at least four years of experience in machine learning, including GenAI, and building or validating models related to fraud detection, digital marketing, cybersecurity, and sensitive data detection. Ideal candidates are innovative, creative, technically proficient, and statistically-minded with a strong background in handling big data.
Build machine learning models to challenge existing "champion models" in production.
Validate a wide variety of models across multiple business domains within Enterprise Services.
Present model risks and their potential impact on the business to executives.
Utilize advanced technologies like PyTorch, Hugging Face, and LangChain for data analysis.
Continuously innovate and develop superior tools for model governance and risk management.
Acquire new skills in statistics, software engineering, and business to enhance decision-making.
What we're looking for
At least 4 years of experience in building or validating models related to fraud detection, digital marketing, cybersecurity, or sensitive data detection.
At least 4 years’ experience with machine learning, including Generative AI (GenAI).
Experience utilizing relational or vector databases for at least 1 year.
Proficiency in a broad stack of technologies including PyTorch, Hugging Face, LangChain, and observability platforms.
Strong statistical skills and ability to handle large volumes of multi-modal data.
Excellent interpersonal and communication skills to present model risks to executives.
Market check
Salary context
This
$179,400–$204,700
range sits above
62%
of similar postings on FindRole.
Peer median band
$124,000–$225,000
Median floor and ceiling across peers.
Typical midpoint (25–75%)
$145,425–$213,937
Middle half of comparable postings.
Based on 239 comparable postings.*
* 240 is the maximum number of comparable postings sampled.
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
489 open roles
on FindRole.
Listed pay typically runs
$197,300–$225,100
across 483 roles with salary data.