Manager, Data Science - Model Risk Office

Description

The company began as a startup that used statistical modeling and relational databases to personalize every credit card offer, and it has since grown into a Fortune 200 company built around data-driven decisions.

The Model Risk Office protects the company from model failures and looks for better ways to make decisions with models, combining machine learning, AI, software engineering and business knowledge.

You would join the Card Model Risk team, which reviews and oversees the models used to underwrite the company's flagship credit card products, making sure models built by data scientists across the company are well governed and produce good results for the business.

Responsibilities

• Use modeling, statistical, monitoring and analytical tools to review and oversee models built across the company.
• Work alongside data scientists, software engineers and product managers to deliver a product customers value.
• Work with a broad stack of technologies, including Python, Conda, AWS, H2O and Spark, to uncover insights in large volumes of numeric and text data.
• Build machine learning models through every phase, from design and training to evaluation, validation and implementation.
• Explain complex work in plain terms so it can be tied to clear business goals.

Requirements

• A bachelor's degree in a quantitative field plus 6 years of data analytics experience.
• A master's degree in a quantitative field, or an MBA with a quantitative concentration, plus 4 years of data analytics experience.
• A PhD in a quantitative field plus 1 year of data analytics experience.
• Quantitative fields include statistics, economics, operations research, analytics, mathematics, computer science or a related field.
• You may hold one of these degrees now or be in the process of earning it, as long as it will be completed on or before the scheduled start date.
• At least 1 year of experience using 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 using relational databases.
• You keep up with published state-of-the-art methods and technologies and look for ways to apply them.
• You are comfortable with open source languages, want to keep getting better at them, and have hands-on experience building data science solutions with open source tools and cloud platforms.
• You have built, validated and backtested models, can read a confusion matrix or ROC curve, and have experience with clustering, classification, sentiment analysis, time series and deep learning.
• You can retrieve, combine and analyze data from many sources and structures, and you treat understanding the data as the foundation of good data science.
• Preferred: a PhD in a STEM field (Science, Technology, Engineering or Mathematics) plus 3 years of data analytics experience.
• Preferred: at least 1 year of experience working with AWS.
• Preferred: at least 4 years of experience in Python, Scala or R for large scale data analysis.
• Preferred: at least 4 years of experience with machine learning.
• Preferred: at least 4 years of experience with SQL.

Conditions

Full-time annual salary for McLean, VA is $197,300 to $225,100 for the Mgr, Data Science role. Part-time pay is prorated by the agreed hours.

Pay in other locations follows the range for that location, and the exact salary is stated in the offer letter.

These figures cover only work in the listed locations and reflect what the company is willing to pay at the time of posting.

The company will consider sponsoring a new qualified applicant for employment authorization for this role.

Applications will be accepted for at least 5 business days.

No agencies, please.

Positions posted in Canada, the United Kingdom or the Philippines belong to the company's separate local entity in that country.

The company is an equal opportunity employer, considers applicants with criminal histories as the law requires, and promotes a drug-free workplace.

Benefits

• The company offers comprehensive, competitive and inclusive health, financial and other benefits, with eligibility depending on full or part-time status, exempt or non-exempt status and management level.
• This role is eligible for performance-based incentive compensation, which may include cash bonuses and or long term incentives, and may be discretionary or non-discretionary depending on the plan.