Manager,DataScience-ModelRiskOffice

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. Capital One is selectively recruiting for a Manager for a Model Validation team. The individual would report to the Model Risk Office and work closely with the business groups. This position is responsible for validating payment network business models, including fraud risk, Anti-Money Laundering (AML), Counterparty risk, and financial models. Strong communication skills are essential to effectively engage with a diverse group of stakeholders, irrespective of their technical background. **Role Description** **In this role, you will:** * Perform independent model validations for payment network models, including fraud, AML, counterparty and financial models in accordance with regulatory guidanceSR 11-7 and internal model risk policy and standards. * Validate fraud and AML modeling approaches, including: * Rule-based systems and thresholds * Statistical models * Machine learning models, (e.g., Gradient Boosting, Random Forecast) * Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools * Understand relevant business processes and portfolios associated with model use * Understand technical issues in econometric, statistica