Manager, Data Scientist - Model Risk Office

Capital One is a leader in data-driven decision-making, and they are seeking a Manager, Data Scientist to join their Model Risk Office. The role involves partnering with data scientists and engineers to identify model risks, leveraging advanced technologies to analyze data, and building machine learning models to enhance risk governance.

Responsibilities:

• Partner with a cross-functional team of data scientists, software engineers, and product managers to identify and quantify risks associated with models
• Leverage a broad stack of technologies — from foundational frameworks (PyTorch, Hugging Face), to orchestration tools (LangChain, Vector Databases) to LLMOps, observability platforms, and more — to reveal the insights hidden within huge volumes of multi-modal data
• Build machine learning models to challenge 'champion models' that are deployed in production today and contribute to the model governance framework for the next generation of models
• Validate a wide variety of models across multiple business domains within our Enterprise Services division, and flex your interpersonal skills to present how identified model risks could impact the business to executives