Senior Associate, Data Scientist - Model Risk Office jobs in United States
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Capital One · 14 hours ago

Senior Associate, Data Scientist - Model Risk Office

Capital One is a leader in data-driven decision-making, seeking a Data Scientist to join their Model Risk Office. The role involves partnering with cross-functional teams to deliver valuable insights through machine learning and statistical modeling while ensuring model integrity and compliance.

BankingCredit CardsFinanceFinancial Services
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Comp. & Benefits
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H1B Sponsorednote

Responsibilities

Partner with a cross-functional team of data scientists, software engineers, and product managers to deliver a product customers love
Leverage a broad stack of technologies — Python, Conda, AWS, H2O, Spark, and more — to reveal the insights hidden within huge volumes of numeric and textual data
Build machine learning models through all phases of development, from design through training, evaluation, validation, and implementation
Flex your interpersonal skills to translate the complexity of your work into tangible business goals
Document your analyses and risk assessments in validation reports that are subject to audit and regulatory review

Qualification

PythonMachine LearningSQLStatistical ModelingAWSH2OSparkData AnalysisCuriosityCommunicationAttention to Detail

Required

Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 2 years of experience performing data analytics
A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration
Partner with a cross-functional team of data scientists, software engineers, and product managers to deliver a product customers love
Leverage a broad stack of technologies — Python, Conda, AWS, H2O, Spark, and more — to reveal the insights hidden within huge volumes of numeric and textual data
Build machine learning models through all phases of development, from design through training, evaluation, validation, and implementation
Flex your interpersonal skills to translate the complexity of your work into tangible business goals
Document your analyses and risk assessments in validation reports that are subject to audit and regulatory review
Innovative. 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
Creative. 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
Technical. 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
Statistically-minded. You've built models, validated them, and backtested them. You know how to interpret a confusion matrix or a ROC curve. You have experience with clustering, classification, sentiment analysis, time series, and deep learning
A data guru. “Big data” doesn't faze you. You have the skills to retrieve, combine, and analyze data from a variety of sources and structures. You know understanding the data is often the key to great data science
Detailed-oriented. You can understand and apply Capital One's Model Policy while leveraging your technical expertise to assess potential model risks
Curious. You're eager to learn about new business domains and modeling techniques

Preferred

Master's Degree or PhD in “STEM” field (Science, Technology, Engineering, or Mathematics)
At least 1 year of experience in Python, Scala, or R for large scale data analysis
At least 1 year of experience with SQL
At least 1 year of experience building or validating ML models

Benefits

Performance based incentive compensation
Cash bonus(es)
Long term incentives (LTI)
Comprehensive, competitive, and inclusive set of health, financial and other benefits

Company

Capital One

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Capital One is a financial services company that provides banking, credit card, auto loan, savings, and commercial banking services.

H1B Sponsorship

Capital One has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (723)
2024 (488)
2023 (545)
2022 (909)
2021 (672)
2020 (944)

Funding

Current Stage
Public Company
Total Funding
$5.45B
Key Investors
Berkshire Hathaway
2025-09-11Post Ipo Debt· $2.75B
2025-01-30Post Ipo Debt· $1.75B
2023-05-15Post Ipo Equity· $954M

Leadership Team

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Lo Li
CTO, Managing Vice President Retail Bank
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Daniel Arellano
Senior Vice President, Business Cards and Payments
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Company data provided by crunchbase