The Capital One Model Risk Office safeguards the company from model failures while enhancing decision-making, including unique risks associated with Generative AI
Job Summary
The Capital One Model Risk Office safeguards the company from model failures while enhancing decision-making, including unique risks associated with Generative AI.
Leverage a broad stack of technologies like Python, Conda, AWS, H2O, and Spark to reveal insights hidden within huge volumes of numeric and textual data.
This role offers competitive salaries, performance-based incentive compensation, and a comprehensive benefits package.
Matching Summary
The Capital One Model Risk Office safeguards the company from model failures while enhancing decision-making, including unique risks associated with Generative AI.
Salary
McLean, VA: $197,300 - $225,100; Riverwoods, IL: $179,400 - $204,700; Bonus/Equity: Performance based incentive compensation; Benefits: Comprehensive, competitive, and inclusive set of health, financial and other benefits
Skills & Requirements
Must-have
Python, Conda, AWS, H2O, Spark
Statistical modeling and machine learning
Data retrieval, combination, and analysis
Model validation and backtesting
Interpersonal skills for business translation
Nice-to-have
Creative problem-solving
Leadership and talent development
Understanding confusion matrix and ROC curve
Experience with clustering, classification, sentiment analysis, time series, deep learning
Key Requirements
Bachelor's Degree + 6 years data analytics
Master's Degree + 4 years data analytics
PhD + 1 year data analytics
1 year experience with open source programming languages