Senior Manager, Data Science - Model Risk Office

Senior Manager, Data Science - Model Risk Office Data is at the center of everything we do. 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 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 computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives. Team Description In Capital One’s Model Risk Office, we defend the company against model failures and find new ways of making better decisions with models. We use our statistics, software engineering, and business expertise to drive the best outcomes in both Risk Management and the Enterprise. The successful candidate will join the Card Fraud Model Risk team, which is tasked with evaluating risk for Card Fraud models used throughout the customer lifecycle. This role covers fraud detection at various stages, including application, transaction, and payment, for both first-party and third-party use cases. The team conducts thorough assessments of existing fraud models and builds independent challenger models to ensure effective oversight. Working within a small, innovative group, you will act as a key individual contributor investigating advanced algorithms such as graph, neural, tree-based, and sequence methods to create robust challenger models. Additionally, you will provide mentorship to junior data scientists as you explore cutting-edge solutions and oversee card fraud model risk.