As a Principal Associate, Data Scientist in Capital One’s Model Risk Office, you will join the Card Fraud Model Risk team to assess and mitigate model risks associated with card fraud models across various stages of the customer lifecycle. Your day-to-day responsibilities include rigorously evaluating existing fraud models and developing independent challenger models to ensure robust decision-making processes. You will leverage your expertise in statistics, software engineering, and business acumen to drive risk management initiatives and enhance enterprise-wide outcomes. Ideal candidates possess at least three years of experience with Python, Scala, or R, along with proficiency in machine learning model development and deployment using tools like PySpark and Kubeflow on AWS or similar cloud platforms. This role demands a creative and technically savvy individual who is comfortable handling large datasets and contributing to the continuous improvement of fraud detection models at scale.
Skills
Python
PySpark
AWS
Kubernetes
Machine Learning
Scala
R
Big Data
Model Risk Management
CI/CD
What you'll do
Evaluate model risk associated with card fraud models across customer lifecycle stages.
Conduct rigorous assessments of developed fraud models to ensure accuracy and reliability.
Develop independent challenger models to test existing fraud detection systems.
Utilize Python, Scala, R, or PySpark for machine learning model development and deployment.
Work on model development/deployment pipelines using tools like Kubeflow.
Maintain expertise in big data technologies and cloud computing platforms.
What we're looking for
At least 3 years of experience in Python, Scala, or R.
Experience with machine learning model development and deployment.
Familiarity with AWS or another cloud computing platform.
Knowledge of model development/deployment pipelines like Kubeflow.
Strong statistical skills and expertise in handling big data.
Market check
Salary context
This
$161,800–$184,600
range sits above
62%
of similar postings on FindRole.
Peer median band
$117,000–$220,000
Median floor and ceiling across peers.
Typical midpoint (25–75%)
$139,262–$199,800
Middle half of comparable postings.
Based on 240 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.