Data Scientist
Mclean, VA

Job Description

77 West Wacker Dr (35012), United States of America, Chicago, Illinois

At Capital One, we're building a leading information-based technology company. Still founder-led by Chairman and Chief Executive Officer Richard Fairbank, Capital One is on a mission to help our customers succeed by bringing ingenuity, simplicity, and humanity to banking. We measure our efforts by the success our customers enjoy and the advocacy they exhibit. We are succeeding because they are succeeding.

Guided by our shared values, we thrive in an environment where collaboration and openness are valued. We believe that innovation is powered by perspective and that teamwork and respect for each other lead to superior results. We elevate each other and obsess about doing the right thing. Our associates serve with humility and a deep respect for their responsibility in helping our customers achieve their goals and realize their dreams. Together, we are on a quest to change banking for good.

Data Scientist

At Capital One, data is at the center of everything we do. When we launched 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.

In Capital One's Model Risk Office, we defend the company against the failure of models that are the foundation of our multi-billion dollar business and meet the needs of tens of millions of customers every day. Model failures happen in a fascinating nexus of people, management and incentive structures, processes, technology, feedback loops, and unexpected external events... and it is our job to learn from past mistakes and develop techniques to avoid their repetition. Today, Capital One is transforming its data infrastructure and modeling methodologies to build on its competitive advantage as a "Machine Learning company". This gives us an unprecedented opportunity to cultivate best practices and project them throughout the company.

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 distributed computing technologies and operating across billions and billions of customer transactions to unlock the big opportunities that help everyday people save money, time and agony in their financial lives. You'll be aligned with the Model Risk Office, while having broad exposure to machine learning and predictive modeling projects across the company. You'll deal with an incredibly diverse array of modeling applications from Cybersecurity to Chatbots to Credit Risk.

On any given day, you might find yourself:

* Building benchmark and challenger models to stress test critical modeling decisions
* Developing and defending techniques for evaluating model performance
* Reading up on or even developing a new modeling algorithm
* Using modern computing tools (e.g. , Spark, H2O, AWS) to perform an analysis of bias in a model's training data
* Evaluating deployment architecture and code quality for a new machine learning system
* Writing blog posts or presentations to introduce our modeling community to emerging best practices
* Developing software tools that support well-managed model development and maintenance

The ideal candidate will be:

* A strong communicator. Able to respectfully explain complex ideas and project influence to a diverse, collaborative audience.
* A creative thinker: 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.
* A quick learner. Able to master new tools and modeling techniques in order to effectively challenge decisions made by fast-moving partners
* A data wrangler. 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.
* A results-focused modeler. You are a passionate expert in Statistics and Machine Learning theory, but you also know that a model's value emerges from a complex interaction of theory, people, data, and processes.

Basic Qualifications:

* Bachelor's Degree plus 2 years of experience in data analytics, or Master's Degree plus 1 year of experience 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, and Mathematics) plus 1 year of experience in data analytics, or PhD in "STEM" field (Science, Technology, Engineering, and Mathematics)
* At least 1 year of experience working with AWS
* At least 3 years' experience in Python, Scala, R, or other modern programming language
* At least 3 years' experience with statistics or machine learning
* At least 3 years' experience with SQL

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.