NYC 299 Park Avenue (22957), United States of America, New York, New York
Commercial Banking Data Scientist
Capital One, a Fortune 500 company and one of the nation’s top 10 banks, is one of the largest, most analytically sophisticated Financial Services providers in the world. We offer a broad spectrum of financial products and services to consumers, small businesses and commercial clients. We nurture a work environment where people with a variety of thoughts, ideas and backgrounds, guided by our shared Values, come together to make Capital One a great company and a great place to work.
Capital One's Commercial Bank contains an approximately $90B (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 stress testing group within CSCRM and is responsible for model implementation, on-going operational model updates/optimization, and model execution for Capital One Commercial portfolios.
On any given day you’ll:
- Work closely with the model development group to understand and meet business needs through the appropriate design and implementation of the model(s)
- Collaborate with the Model Development and the Reporting & Analysis to perform various impact estimation for new model implementations
- Design rich data visualizations (D3.js, Tableau, etc) to communicate complex ideas to business leaders
- Write analytic tools to clean and investigate large external data to discover interesting trends
- Bachelor’s Degree or military experience
- At least 1 year experience in open source programming languages
- At least 1 year experience with relational databases
- Master’s Degree or PhD
- At least 2 years’ experience in Python, or R
- At least 2 years’ experience with SQL
- Experience working with AWS or other public cloud service would be a plus
- Working knowledge with Linux and familiar with Linux commands and file systems would be a plus
- Understanding of basic econometric/statistical modeling of credit risk would be a plus
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.
A little about us:
Headquartered in McLean, Virginia, Capital One® offers a broad array of financial products and services to consumers.