Machine Learning Engineer

About The Company

Capital One is a leading financial services company dedicated to transforming banking through innovative technology and responsible AI practices. With a strong focus on leveraging machine learning and artificial intelligence, Capital One aims to create reliable, responsible, and customer-centric systems that redefine the banking experience. The company invests heavily in state-of-the-art technology infrastructure and attracts world-class talent to stay at the forefront of AI-driven solutions. Capital One’s commitment to innovation is evident in its applications that enhance customer service, detect risks proactively, and streamline banking operations, all while maintaining high standards of security and governance. The organization’s culture fosters collaboration, continuous learning, and a passion for solving complex problems, making it an ideal environment for professionals eager to shape the future of banking technology.

About The Role

The Lead Machine Learning Engineer at Capital One’s Risk Tech division plays a pivotal role in developing and deploying AI-powered solutions that enhance risk management processes. Working closely with the GRC team and cross-functional partners, you will lead efforts to build proprietary AI systems that proactively identify and mitigate risks. Your responsibilities include designing scalable data pipelines, fine-tuning advanced machine learning models, and ensuring the deployment of secure, explainable, and responsible AI solutions. This role requires a strategic thinker who can translate complex technical concepts into impactful business solutions, while also mentoring teams and contributing to the long-term AI roadmap of the organization. You will have the unique opportunity to work on cutting-edge AI technologies, including large language models, retrieval-augmented generation, and agentic AI, to deliver significant value to both the company and its customers.

Qualifications

• Bachelor's Degree in Computer Science, Electrical Engineering, Mathematics, or related field
• Minimum of 6 years of experience in designing and building data-intensive solutions using distributed computing frameworks
• At least 4 years of programming experience with Python, Scala, or Java
• Minimum of 2 years of experience in building, scaling, and optimizing machine learning systems
• Experience with industry-recognized ML frameworks such as scikit-learn, PyTorch, Dask, Spark, or TensorFlow
• Proficiency in developing AI and ML algorithms using Python
• Experience with retrieval-augmented generation (RAG) techniques
• Strong understanding of data gathering, preparation, and pipeline construction for ML models
• Leadership experience in managing or mentoring teams (preferred)
• Experience deploying scalable AI/ML solutions in cloud environments such as AWS, Google Cloud, or Azure (preferred)
• Knowledge of responsible AI practices, model governance, and explainability

Responsibilities

• Partner with cross-functional teams including engineers, data scientists, product managers, and designers to develop AI-powered risk management products that deliver value and improve operational efficiency.
• Design, develop, test, deploy, and support AI software components, including models for inference, similarity search, and agentic AI systems.
• Fine-tune and evaluate machine learning and foundation models to optimize performance and reliability.
• Collaborate within Agile teams to create innovative AI solutions leveraging the latest research and industry best practices.
• Contribute to the strategic vision and long-term roadmap for AI systems at Capital One.
• Leverage open-source and SaaS AI technologies to build scalable and maintainable solutions.
• Make informed decisions regarding ML infrastructure, model retraining, and monitoring in production environments.
• Construct and maintain robust data pipelines that support ML model training, evaluation, and deployment.
• Ensure all code and models adhere to security standards, governance policies, and responsible AI practices.
• Communicate complex technical concepts effectively to non-technical stakeholders and leadership.

Benefits

• Competitive salary aligned with market standards, with location-based variations
• Performance-based incentive compensation, including bonuses and long-term incentives
• Comprehensive health, dental, and vision insurance plans
• Retirement savings plans with company matching contributions
• Paid time off, holidays, and flexible work arrangements
• Opportunities for professional development and continuous learning
• Access to cutting-edge AI tools and cloud platforms
• A collaborative and inclusive work environment fostering innovation and growth

Equal Opportunity

Capital One is an equal opportunity employer committed to diversity and inclusion. We do not discriminate based on race, color, religion, sex, national origin, age, disability, veteran status, or any other protected class under applicable law. We promote a drug-free workplace and are dedicated to providing a work environment where all employees can thrive and succeed.