Senior Manager, Data Science - Model Risk Office
Core
Lead the review and oversight of machine learning models used for underwriting Capital One's flagship credit card products to ensure effective governance and positive business outcomes.
Role type
Senior Manager, Data Science (Model Risk Management)
Builds
Governed ML models for credit card underwriting
Domain
Financial Services / Credit Risk / Machine Learning
Deliverable
production ML models
Required skills
Machine learning model development, statistical modeling, model validation and backtesting, relational database management, open-source programming, large-scale data analysis
Preferred skills
People management, AWS cloud platforms, Python/Scala/R for large-scale analysis
Technologies
Python, Conda, AWS, H2O, Spark, Relational Databases
Responsibilities
Partner with cross-functional teams to deliver underwriting models, leverage technology stacks to analyze numeric and textual data, build ML models through design, training, evaluation, and implementation, translate technical complexity into business goals
Seniority
Senior, hands-on IC with management responsibilities
