In Capital One’s Compliance and Ethics Organization, we support the business in managing regulatory compliance risk through advice and effective challenge. Model and Script Enhancement (MASE) Compliance was established with a specific focus on assessing compliance risk in models and scripts and advising the business on how to manage the identified risk. 

Role Description

In this role, you will:

• Own and drive the assessment process over computer code (script) reviews - Code Design Intent Review (CoDIR). CoDIR is designed to evaluate the regulatory requirements the script is intended to effectuate and whether the script, as designed, meets that regulatory intent and to report the result of the assessment to the script owner. 

• Own and execute the methodology for identifying high compliance risk scripts 

• Monitor the Script Governance Inventory to identify high compliance risk scripts as candidates for CoDIR review

• Prepare CODIR assessments and report results.

• Execute CODIRs on scripts identified through the model risk assessment process; referred by the Compliance testing program or other channels

• Identify opportunities to leverage GenAI or other capabilities to improve processes and automation

The Ideal Candidate is:

• Innovative. Continually researches and evaluates emerging technologies. Stays current on published state-of-the-art methods, technologies, and applications and seeks out opportunities to apply them.

• A leader. Challenges conventional thinking and works with stakeholders to identify and improve the status quo. 

• Statistically-minded. Has built models and validated them; familiar with coding logic and languages

• Risk Management focused. Understands the importance and role of compliance risk management 

• Team Player. Can successfully build and manage relationships across multiple groups

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 6 years of experience performing data analytics

  • A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field)  or an MBA with a quantitative concentration plus 4 years of experience performing data analytics

  • A PhD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 1 year of experience performing data analytics

• At least 1 year of experience leveraging 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 utilizing relational databases

Preferred Qualifications:

• At least 4 years’ experience in Python, SQL and Java

• At least 4 years’ experience with machine learning

• Banking regulatory compliance experience 

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

The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate’s offer letter.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.