Drimva

Capital One

Principal Associate, Data Science - Model Risk Office

$147K–$201K

McLean, VA +3 · Principal · Full-time · Posted Oct 6, 2026

Location
McLean, VA
Chicago, IL
New York, NY
Plano, TX
Experience
Bachelor’s degree pathway: 5 years performing data analytics; master’s or quantitative MBA pathway: 3 years performing data analytics; PhD pathway: no years specified. Preferred: 1 year with AWS and at least 3 years in Python, Scala, or R, machine learning, and SQL.
Education
Bachelor’s, master’s, or PhD in a quantitative field; alternatively, an MBA with a quantitative concentration (with the stated experience pathway).
Visa sponsorship
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.

About the job

Leads model validation and risk analysis, developing challenger machine learning models and helping strengthen model governance across business domains.

What you'll do

  • Partner with data scientists, engineers, and product managers to identify and quantify model risks.
  • Lead teams building machine learning challenger models and contribute to model governance.
  • Lead model validation and present the business impact of risks to executives.

What they ask for

  • One of the stated quantitative-degree and experience pathways: bachelor’s plus 5 years of data analytics; master’s or quantitative MBA plus 3 years; or PhD in a quantitative field.
  • Hands-on data science experience using open-source tools and cloud computing platforms.
  • Experience building, validating, and backtesting models; familiarity with clustering, classification, sentiment analysis, time series, and deep learning.

Nice to have

  • At least 1 year working with AWS.
  • At least 3 years’ experience in Python, Scala, or R; machine learning; or SQL.

Pay

Chicago, IL: $147,100 - $167,900 USD base salary; McLean, VA: $161,800 - $184,600 USD base salary; New York, NY: $176,500 - $201,400 USD base salary; Plano, TX: $147,100 - $167,900 USD base salary

Tools

Python, Conda, AWS, H2O, Spark, Scala, R, SQL

AI focus

Build machine learning challenger models, validate and backtest models, and assess risks to deployed models.

Model-written summary · the original posting is authoritative

First seen Oct 28, 2026 · Last verified Nov 5, 2026 (UTC)