Developing behavior models for balance sheet portfolios to support multiple business purposes in Capital One
Requirements
- Hands-on experience developing data science solutions using open-source tools and cloud computing platforms
- Experience with clustering, classification, sentiment analysis, time series, and deep learning
- 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
- Working experience with time-series and behavior modeling
- At least 1 year of experience working with AWS
Responsibilities
- 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
- Ability to clearly communicate models and methods to management, model risk office, regulators and other modelers
- Develop and maintain high quality and transparent documentation
- Leverage open source programming languages for large scale data analysis
- Work with machine learning and relational databases
Other
- Customer first mindset
- Innovative and continually researching and evaluating emerging technologies
- Bachelor's Degree in a quantitative field plus 6 years of experience performing data analytics
- Ability to work in a team and communicate effectively with stakeholders
- Capital One will consider sponsoring a new qualified applicant for employment authorization for this position
