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
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
Bachelor’s Degree or military experience
At least 1 year experience in open source programming languages
At least 1 year experience with relational databases
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.