As a Senior Associate Data Scientist on the Credit Risk Management, Loss Forecasting and Allowance team at Capital One, you will leverage Python, Conda, AWS, Spark, and other technologies to develop predictive models that forecast future losses in the credit card portfolio. Your responsibilities include building statistical and machine learning models to challenge existing champion models, contributing to model governance for next-generation ML models, and presenting insights on potential business impacts to executives. Ideal candidates are innovative, creative, technically proficient, and statistically-minded with extensive experience in various modeling methods and comfort working with big data. This role involves significant collaboration with model development and software engineering teams to modernize loss forecasting processes and enhance data transformation capabilities within a large-scale financial context.
Implement model governance practices for new and updated machine learning models.
Present model risks and business impacts to senior executives effectively.
Utilize AWS, Spark, and other tools to transform and analyze large datasets.
What we're looking for
Experience building and challenging statistical/machine learning models.
Proficiency in Python, AWS, Spark, and other relevant technologies.
Ability to contribute to model governance and risk assessment.
Strong interpersonal skills for executive-level presentations.
Background in data science with expertise in big data handling.
Innovative and creative approach to problem-solving in data science.
Market check
Salary context
This
$135,600–$154,800
range sits above
37%
of similar postings on FindRole.
Peer median band
$110,000–$220,000
Median floor and ceiling across peers.
Typical midpoint (25–75%)
$126,800–$188,875
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.