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Job Description

Capital One seeks a Manager, Data Scientist for the Model Risk Office to identify model risks, build and validate ML models, and communicate risk findings to executives.

Location: Richmond, VA (onsite) • Salary: USD 179,400 - 204,700 per year

Responsibilities

  • Partner with a cross functional team of data scientists, software engineers, and product managers to identify and quantify model risks.
  • Leverage a broad technology stack—from foundational frameworks such as PyTorch and Hugging Face to orchestration tools like LangChain and vector databases, plus LLMOps and observability platforms—to uncover insights hidden in large, multi modal data.
  • Develop machine learning models to challenge production champion models and contribute to the governance framework for the next generation of models.
  • Validate a wide variety of models across multiple business domains within Enterprise Services and present how identified model risks could impact the business to executives.

Technologies

  • PyTorch
  • Hugging Face
  • LangChain
  • Vector Databases
  • LLMOps
  • Python
  • Scala
  • R
  • AWS

BASIC QUALIFICATIONS

  • Currently pursuing or have obtained a Bachelor's degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or related) with at least 6 years of data analytics experience
  • Or a Master's degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or related) or MBA with quantitative concentration plus at least 4 years of data analytics experience
  • Or a PhD in a quantitative field plus at least 1 year of data analytics experience
  • At least 1 year of experience using open source programming languages for large scale data analysis
  • At least 1 year of experience working with machine learning
  • At least 1 year of experience utilizing relational or vector databases

PREFERRED QUALIFICATIONS

  • PhD in a STEM field plus 3 years of data analytics experience
  • At least 1 year of experience working with AWS
  • At least 4 years of experience in Python, Scala, or R for large scale data analysis
  • At least 4 years of experience with machine learning, including GenAI
  • At least 4 years of experience building or validating models related to fraud detection, digital marketing, cybersecurity, or sensitive data detection

THE IDEAL CANDIDATE IS

  • Innovative and keeps current with state of the art methods, technologies, and applications
  • Creative and capable of defining and solving large, undefined problems
  • Technical and proficient with open source tools and cloud platforms
  • Statistically minded with modeling, validation, and backtesting experience, including interpretation of confusion matrices and ROC curves, plus experience with clustering, classification, time series, and deep learning
  • Data guru comfortable handling big data and integrating diverse data sources

TEAM DESCRIPTION

The Capital One Model Risk Office safeguards the company from model failures while enhancing decision making through models, including GenAI related risks. The team blends statistics, software engineering, and business acumen to support Risk Management and the broader Enterprise, with ongoing investments in future capabilities and skills.

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