C
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