Principal Associate, Data Scientist - Deposit Forecasting and Pricing
AI summary of the role
This Principal Associate Data Scientist role focuses on developing econometric time-series models for deposit forecasting and pricing within Capital One's Retail and Direct Bank.
What you’ll do
- Develop and support econometric time-series models for the balance sheet
- Identify opportunities to apply quantitative methods to improve business performance
- Demonstrate track record in behavior model development
- Ability to clearly communicate models and methods to management, model risk office, regulators and other modelers
What you’ll bring
- Bachelor's degree in quantitative field + 5 years data analytics, or Master's + 3 years, or PhD
- At least 3 years experience in Python
- At least 3 years experience with machine learning
- At least 3 years experience with SQL
Technologies
econometric time-series models · Python · machine learning · SQL · AWS · clustering · classification · time series · deep learning
Source and classification
Internal deployment & tooling · Evidence for this classification:
Direct Bank, you’ll be part of a high performing modeling and analytics team that is on a mission to define the next generation of banking. The Bank team has a relentless focus on the craft of statistical modeling and innovation with a target towards continually improving decision making and delivering value to the business. Role Description This role offers a unique opportunity to be part of a dynamic analytics and modeling team focused on developing behavior models for balance sheet portfolios. We are currently looking for candidates with strong modeling and analytical skills. This position will work with other quantitative analysts, data scientists, and the business analysts in developing and enhancing the deposit modeling framework to support multiple business purposes in Capital One. Responsibilities and Skills: Develop and support econometric time-series models for the balance
More from the job description
Principal Associate, Data Scientist - Deposit Forecasting and Pricing Data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making. As a Data Scientist at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives. Team Description As a Data Scientist at the Retail and Direct Bank, you’ll be part of a high performing modeling and analytics team that is on a mission to define the next generation of banking. The Bank team has a relentless focus on the craft of statistical modeling and innovation with a target towards continually improving decision making and delivering value to the business. Role Description This role offers a unique opportunity to be part of a dynamic analytics and modeling team focused on developing behavior models for balance sheet portfolios [... source excerpt omitted ...] quantitative analysts, data scientists, and the business analysts in developing and enhancing the deposit modeling framework to support multiple business purposes in Capital One. Responsibilities and Skills: Develop and support econometric time-series models for the balance sheet Identify opportunities to apply quantitative methods to improve business performance Demonstrate track record in behavior model development Ability to clearly communicate models and methods to management, model risk office, regulators and other modelers Develop and maintain high quality and transparent documentation The Ideal Candidate is: Customer first. You love the process of analyzing and creating [... source excerpt omitted ...] them. You know how to interpret a confusion matrix or a ROC curve. You have experience with clustering, classification, sentiment analysis, time series, and deep learning. Basic Qualifications: Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 5 years of experience performing data analytics A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathemati
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