Principal Associate, Data Scientist

Capital One Data Scientist role focused on developing behavior models for balance sheet portfolios and supporting multiple business purposes with rigorous statistical methods.

• Develop and support econometric time-series models for the balance sheet
• Identify opportunities to apply quantitative methods to improve business performance
• Demonstrate track record in behavior model development
• Communicate models and methods to management, model risk office, regulators and other modelers
• Develop and maintain high quality and transparent documentation

Role emphasizes econometric time-series modeling, Python and SQL for data analysis, and AWS for cloud-based modeling. Requires ML and deep learning experience and strong ability to document and communicate models to risk, regulators, and stakeholders.

The ideal candidate is a senior data scientist with strong background in econometric time-series modeling for balance sheet portfolios, plus 3+ years of Python, 3+ years of machine learning, and at least 1 year of AWS experience. The candidate communicates complex models clearly to management and auditors, and thrives in a fast-paced banking analytics environment.