Senior Associate Data Scientist, Model Risk Office

Capital One Financial

Confirmed live yesterday High trust

Quick summary

Work type
On-site
Location
McLean, VARichmond, VAChicago, IL
Salary
$123,300–$140,700 / yr
Employment
Full-time
Posted
5 days ago
Freshness
Confirmed live yesterday

Market check

Salary context

Below market

How this pay compares to similar roles

Similar $180k
This role $132k
$112k $232k
below market most similar roles pay here above market

This role pays less than 87% of similar roles. Most pay $145,200–$214,600 — the blue band above. At the midpoint, this role pays about $132k versus about $180k 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 1891 open roles on FindRole.

Listed pay typically runs $197,300–$225,100 across 1020 roles with salary data.

Most-posted roles

View all roles at Capital One Financial

At a glance

TL;DR · Senior Associate Data Scientist, Model Risk Office

The Senior Associate, Data Scientist - Model Risk Office joins the Model Risk Office team to safeguard the enterprise from model failures and enhance decision-making. In this role, you will partner with data scientists, software engineers, and product managers to identify and quantify risks associated with models, including unique risks from Generative AI. You will build machine learning models to challenge production champion models, contribute to model governance frameworks, and validate various models across multiple business domains. Your work involves leveraging a broad technology stack including PyTorch, Hugging Face, LangChain, Vector Databases, and LLMOps. You will use Python, Scala, or R to analyze multi-modal data and perform tasks such as clustering, classification, sentiment analysis, and time series analysis to ensure robust model performance.

What does a Data Scientist earn in Virginia?

Median $157672 from 84 postings across 8 companies.

See salary data

What you'll do

  • Identify and quantify risks associated with models in collaboration with cross-functional teams.
  • Use frameworks like PyTorch and Hugging Face to extract insights from multi-modal data.
  • Build machine learning models to challenge and stress-test production "champion models."
  • Contribute to the model governance framework for next-generation enterprise models.
  • Validate a wide variety of models across multiple business domains within Enterprise Services.
  • Present identified model risks and their potential business impacts to executive leadership.
  • Research and evaluate emerging technologies and state-of-the-art methods for application.

What we're looking for

  • A Bachelor's Degree in a quantitative field plus 2 years of experience performing data analytics.
  • A Master's Degree in a quantitative field or an MBA with a quantitative concentration.
  • Experience developing data science solutions using open-source tools and cloud computing platforms.
  • Experience with clustering, classification, sentiment analysis, time series, and deep learning.
  • Experience building, validating, and backtesting models while interpreting metrics like confusion matrices or ROC curves.
  • Master’s Degree or PhD in a STEM field (preferred).
  • Experience working with AWS (preferred).
  • At least 2 years’ experience in Python, Scala, or R for large scale data analysis (preferred).
  • At least 2 years’ experience with machine learning (preferred).

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