Capital One Commercial Banking Data Scientist in Muntinlupa, Philippines

NYC 299 Park Avenue (22957), United States of America, New York, New York

Commercial Banking Data Scientist

Capital One, a Fortune 500 company and one of the nation’s top 10 banks, is one of the largest, most analytically sophisticated Financial Services providers in the world. We offer a broad spectrum of financial products and services to consumers, small businesses and commercial clients. We nurture a work environment where people with a variety of thoughts, ideas and backgrounds, guided by our shared Values, come together to make Capital One a great company and a great place to work.

Capital One's Commercial Bank contains an approximately $90B (exposure) loan portfolio that has grown by virtue of several acquisitions. It is a Commercial Portfolio of C&I, CRE, Construction, and various specialty lending. The Modeling Implementation team is part of the stress testing group within CSCRM and is responsible for model implementation, on-going operational model updates/optimization, and model execution for Capital One Commercial portfolios.

On any given day you’ll:

  • Work closely with the model development group to understand and meet business needs through the appropriate design and implementation of the model(s)

  • Collaborate with the Model Development and the Reporting & Analysis to perform various impact estimation for new model implementations

  • Use open source programming languages (e.g. R, Python or JavaScript) to build informative, “one-click” style web application for model execution

  • Design rich data visualizations (D3.js, Tableau, etc) to communicate complex ideas to business leaders

  • Write analytic tools to clean and investigate large external data to discover interesting trends

Basic Qualifications:

  • Bachelor’s Degree or military experience

  • At least 1 year experience in open source programming languages

  • At least 1 year experience with relational databases

Preferred Qualifications:

  • Master’s Degree or PhD

  • At least 2 years’ experience in Python, or R

  • At least 2 years’ experience with SQL

  • Experience working with AWS or other public cloud service would be a plus

  • Working knowledge with Linux and familiar with Linux commands and file systems would be a plus

  • Understanding of basic econometric/statistical modeling of credit risk would be a plus

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.