Sr. Data Scientist, Commercial Risk & Analytics

Capital One Financial
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Job Description

Data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.

As a Data Scientist at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.

Team Description

Capital One's Commercial Bank contains an approximately $100B (exposure) loan portfolio that has grown by virtue of several acquisitions. It is a Commercial Portfolio of C&I, CRE, Construction, and various specialty lending. The Modeling Implementation team is part of the loss forecasting group within the Commercial Risk Management team and is responsible for model implementation, on-going operational model updates/optimization, development of simulation models, and cloud migration of loss forecast pipelines for Capital One Commercial portfolios.

Role Description

  • In this role, you will:
  • Work closely with the model development group to understand and meet business needs through the appropriate design and implementation of the model(s)
  • Partner with the various lines of business to enhance modeling and analytical framework.
  • Collaborate with the Model Development and the Reporting & Analysis to perform various impact estimation for new model implementations
  • Use open source programming languages (e.g. R, Python or JavaScript) to build informative, “one-click” style web application for model execution
  • Design rich data visualizations (Shiny, D3.js, etc) to communicate complex ideas to business leaders
  • Identify opportunities to apply quantitative methods, machine learning or automation solutions to improve business performance and process efficiencies.
  • Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data

The Ideal Candidate is:

  • You’re comfortable with open-source languages and are passionate about developing further. You have hands-on experience developing data science solutions using open-source tools and cloud computing platforms.
  • Customer first. You love the process of analyzing and creating, but also share our passion to do the right thing. You know at the end of the day it’s about making the right decision for our customers.
  • You continually research and evaluate emerging technologies. You stay current on published state-of-the-art methods, technologies, and applications and seek out opportunities to apply them.
  • You thrive on bringing definition to big, undefined problems. You love asking questions and pushing hard to find answers. You’re not afraid to share a new idea.

Basic Qualifications:

  • Bachelor’s Degree plus 5 years of experience in data analytics, or Master’s Degree plus 3 years in data analytics, or PhD
  • At least 1 year of experience in open source programming languages for large scale data analysis
  • At least 1 year of experience with machine learning
  • At least 1 year of experience with relational databases

Preferred Qualifications:

  • Master’s Degree in “STEM” field (Science, Technology, Engineering, or Mathematics) plus 3 years of experience in data analytics, or PhD in “STEM” field (Science, Technology, Engineering, or Mathematics)
  • At least 1 year of experience working with AWS
  • At least 1 year of experience with numerical simulations (e.g. Monte Carlo simulation)
  • At least 3 years’ experience in Python, R or or other programming languages.

Company Info.

Capital One Financial

Capital One Financial Corporation is an American bank holding company specializing in credit cards, auto loans, banking, and savings accounts, headquartered in McLean, Virginia with operations primarily in the United States. It is on the list of largest banks in the United States and has developed a reputation for being a technology-focused bank.

  • Industry
    Banking
  • No. of Employees
    51,985
  • Location
    Capital One Drive, McLean, Virginia, USA
  • Website
  • Jobs Posted

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