Data Scientist, Credit Review

  • Company: Capital One
  • Location: Richmond, Virginia
  • Posted: August 16, 2016
  • Reference ID: R9082
West Creek 6 (12076), United States of America, Richmond, Virginia

Data Scientist, Credit Review

Capital One is a diversified bank that offers a broad array of financial products and services to consumers, small business and commercial clients. Ranked #127 on the Fortune 500, Capital One has one of the most widely recognized brands in America. As one of the nation’s top 10 banks, 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.

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.

As a Data Scientist with Credit Review, you’ll be part of a team that provides assurance relative to credit risk by independently identifying, assessing and escalating credit risk to the Board of Directors and other key stakeholders. You will be instrumental in help the function deliver game changing assurance solutions as Capital One grows, to position us as the Credit Review role model for the global financial services industry.  

On any given day you’ll:

-Review and independently validate credit, loss forecasting, NPV, Basel and other statistical models or analyses for accuracy, effectiveness, documentation, and compliance from development through testing , validation, and production usage, directly impacting our 30+ million customers

-Write executive reports and formulate issues based on fieldwork and analyses, then follow-up to ensure corrective actions are implemented per agreed upon timelines

-Help build the expertise in models that leverage the newest technologies, such as machine learning, Python, Hadoop and other cutting-edge tools and applications. Investigate the impact of new technologies and applications on the future credit environment

-Identify opportunities to automate and standardize model reporting and validation tools. Design rich data visualizations to communicate complex ideas to business partners or company leaders

-Manage or assist with other Credit Review efforts and projects, such as a Targeted Review of Capital One Model Governance practices

The Ideal Candidate will be:
-Curious. You ask why, you explore, you're not afraid to blurt out your crazy idea. You probably have a diploma and an impressive GPA, or you dropped out of college, taught yourself and routinely win Kaggle competitions.
-Wrangler. You know how to move data around, from a database or an API, through a transformation or two, a model and into human-readable form (ROC curve, Excel chart, map, d3 visualization, Tableau, etc.). You probably know Python, Java, R, Storm, Julia, SQL, Matlab, Mahout, or think everything can be done in a Perl one-liner.
-Do-er. You have a bias toward action, you try things, and sometimes you fail. Expect to tell us what you’ve shipped and what’s flopped.
-Fearless. Big, undefined problems and petabytes don't frighten you. You can work at a tiny crack until you've broken open the whole nut.

Twenty-five years after Capital One was started it’s still led by its founder. Be ready to join a community of the smartest folks you’ve ever met, who see the customer first, and want to use their data skills to make a difference.

Basic Qualifications:
-Bachelor’s Degree or military experience
-At least 1 year experience in open source programming languages for large scale data analysis
-At least 1 year experience with machine learning
-At least 1 year experience with relational databases

Preferred Qualifications:

-Master’s Degree or PhD

-2 years’ experience in credit lending, credit review, risk management, accounting, or audit

-2 years’ experience in validation or review of credit or financial models

-3+ years’ experience in open source programming languages for large scale data analysis

-3+ years’ experience with machine learning

-3+ years’ experience with relational databases

-3+ years’ experience with SQL

-Advanced SAS Certification

-CPA, CIA, CFA, CFP, IARCP, FRM, RMA-CRC and/or similar risk-management or financial certifications

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

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