Capital One
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SeniorManager,DataScienceModelandScriptEnhancement(MASE)Compliance
“Senior Manager, Data Science - Model and Script Enhancement (MASE) Compliance at Capital One. Skills: Data Science, Model and Script Enhancement, Compliance. Own and drive the assessment process over computer code (script) reviews - Code Design Intent Review (CoDIR). Own and execute the methodology for identifying high compliance risk scripts”
What You'll Achieve.
assess compliance risk in models and scripts; advising the business on how to manage the identified risk
Industry & Context.
Statistically-minded; Has built models and validated familiar with coding logic and languages
What They're Looking For.
Must Have
Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 7 years of experience performing data analytics, Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 5 years of experience performing data analytics, PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 2 years of experience performing data analytics, At least 2 years of experience leveraging open source programming languages for large scale data analysis, At least 2 years of experience working with machine learning, At least 2 years of experience utilizing relational databases
Nice to Have
At least 5 years’ experience in Python, SQL and Java, At least 5 years’ experience with machine learning, Banking regulatory compliance experience
What You'll Do.
Own and drive the assessment process over computer code (script) reviews - Code Design Intent Review (CoDIR)
Own and execute the methodology for identifying high compliance risk scripts
Monitor the Script Governance Inventory to identify high compliance risk scripts as candidates for CoDIR review
Prepare CODIR assessments and report results
Execute CODIRs on scripts identified through the model risk assessment referred by the Compliance testing program or other channels
Identify opportunities to leverage GenAI or other capabilities to improve processes and automation
How You'll Work.
Team & Collaboration
works with stakeholders to identify and improve the status quo; Can successfully build and manage relationships across multiple groups
Communication Scope
report results
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