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Manager, Data Scientist - Model Risk Office

Capital One

New This Week
AI Compliance & RiskBankingSenior (6-10 yrs)HybridMajor Bank

Ideal for risk professionals and data scientists who want to ensure AI models meet regulatory standards at a top-tier bank.

Finance → AITransition-Friendly

Location

McLean, VA

Salary Range

$197,300 – $225,100

Posted

Mar 19, 2026

Challenge production ML models and develop AI governance frameworks at Capital One's Model Risk Office — where AI safety meets banking regulation.

## About the Role Capital One's Model Risk Office is responsible for identifying and quantifying risks associated with models across the enterprise. As a Manager Data Scientist, you will build ML models to challenge deployed production models, develop governance frameworks, and validate models across multiple business domains. ## Responsibilities - Partner with cross-functional teams to identify and quantify risks associated with models - Build ML models to challenge deployed production models and develop governance frameworks - Validate models across multiple business domains including fraud detection, cybersecurity, and sensitive data - Present model risk findings to executive leadership - Develop and maintain model risk assessment methodologies ## Requirements - Bachelor's degree in quantitative field + 6 years analytics experience; OR Master's + 4 years; OR PhD + 1 year - 1+ year with open-source programming languages for large-scale data analysis - 1+ year machine learning experience - 1+ year working with relational or vector databases - Preferred: PhD in STEM + 3 years analytics, 4+ years Python/Scala/R, 4+ years ML/GenAI, AWS experience

Skills & Technologies

PythonPyTorchHugging FaceLangChainvector databasesLLMOpsmodel validationstatistical modeling

Best Backgrounds

  • risk management
  • data science
  • model validation
  • quantitative analysis

Related Titles to Explore

  • AI Risk Manager
  • Model Risk Analyst
  • Model Validation Analyst
  • AI Compliance Officer

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