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.
Director, 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 oversee models that are the foundation of our multi-billion dollar business and meet the needs of tens of millions of customers every day. We work to defend the company against the failure of those models and push Capital One's modeling and analytics capabilities to new plateaus. 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. We deal with a diverse array of modeling applications from Cybersecurity to Chatbots to Credit Risk. 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 the right practices and project them throughout the company.
We are seeking a Model Risk Officer with expertise in the development, deployment, maintenance, and monitoring of models in complex computational systems. This Director, Data Scientist will lead an initiative to identify and address systemic risks at the intersection of machine learning and modern computing infrastructure.
On any given day, you might find yourself:
* Evaluating deployment architecture and code quality for a new machine learning system
* Acting as product owner for key components of Capital One's model technology infrastructure
* Overseeing a team of model validators building benchmark and challenger models to evaluate critical modeling decisions
* Developing and defending techniques for evaluating model performance
* Reading up on a new modeling algorithm that the business is starting to use
* Using modern computing tools (e.g. , Spark, H2O, AWS) to perform an analysis of bias in a model's training data
* 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:
* Technical: You have hands-on experience developing data science solutions, from concept to production, and selecting the right tool for the job at hand. You understand modern cloud computing. You have experience prototyping and implementing data science solutions in an enterprise. You know Python, Scala, and/or R.
* Communicator: You can communicate complex ideas clearly. Your team knows their priorities and you manage
expectations with your broader cross-functional stakeholder network ad leadership team
* Innovative. You continually research and evaluate emerging technologies. You stay current on published state-of-
the-art algorithms and models.
* Business-Minded. You can analyze customer needs and drive towards impactful business outcomes.
* Leader. You challenge conventional thinking and traditional ways of operating and you work with stakeholders to
identify and improve the status quo.
* Bachelor's Degree plus 8 years of experience in data analytics, or Master's Degree plus 6 years of experience in data analytics, or PhD plus 4 years of experience in data analytics
* At least 3 years' coding experience with open source programming languages such as Python, R or Scala
* At least 3 years' experience developing commercial data science solutions leveraging one or more of the following: operations research, natural language processing, machine learning, deep learning, video/image analysis, or time-series analysis.
* At least 2 years' experience managing high-functioning data science/data engineering teams
* PhD in "STEM" field (Science, Technology, Engineering, or Mathematics) plus 2 years of experience in data analytics
* At least 2 years' experience working with Cloud environments
* At least 3 years of experience mentoring junior data scientists and providing technical governance and oversight
* At least 5 years' experience in Python, Scala, R, or other modern programming language
* At least 5 years' experience developing commercial data science solutions leveraging one or more of the following:
operations research, natural language processing, machine learning, deep learning, video/image analysis, or time-
* At least 7 years' experience with statistics or machine learning
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.