Manager, Data Scientist - Deposit Forecasting and Pricing

Responsibilities

• Develop and support econometric time-series models for the balance sheet
• Identify opportunities to apply quantitative methods to improve business performance
• Lead behavior model development for balance sheet portfolios
• Communicate models and methods clearly to management, model risk offices, and regulators
• Develop and maintain high-quality, transparent documentation for all modeling frameworks

Requirements

• Bachelor's Degree in a quantitative field (Statistics, Economics, Math, CS, etc.) plus 6 years of experience in data analytics
• Master's Degree in a quantitative field plus 4 years of experience in data analytics
• PhD in a quantitative field plus 1 year of experience in data analytics
• At least 1 year of experience leveraging open source programming languages for large-scale data analysis
• At least 1 year of experience working with machine learning
• At least 1 year of experience utilizing relational databases

Preferred Qualifications

• PhD in a STEM field plus 3 years of experience in statistical analysis
• At least 4 years of experience in Python, Scala, or R for large-scale data analysis
• At least 4 years of experience with machine learning
• At least 4 years of experience with SQL
• Experience working with AWS

Benefits

• Comprehensive and inclusive health, financial, and well-being benefits
• Performance-based incentive compensation, including cash bonuses or long-term incentives
• Opportunities for professional growth and talent development

About the Company

Capital One is a Fortune 200 leader in data-driven decision-making. We use cutting-edge technology and statistical modeling to personalize financial services and help everyday people manage their financial lives more effectively.