Capital One·Software Engineer·Technical Phone Screen
Jul 2026
Capital One data engineer technical screen focused almost entirely on gradient boosted trees applied to credit risk. Three meaty sub-questions back to back, no warmup, no small talk. Felt more like an ML engineer interview than a data engineering one, which threw me a bit.
- How do boosted tree models handle missing values during training and inference, and when would you choose native handling over imputation?
- What causes overfitting in boosted tree models and which hyperparameters or techniques would you use to control it?
- For an imbalanced credit default prediction problem, which evaluation metrics would you use and how would you validate that the model generalizes well?
“I knew XGBoost learns a default direction for missing values at each split, so I led with that.” The rest of the author's notes on Software Engineer interview at Capital One, Technical Phone Screen round, covers how they worked through the question, what the panel pushed back on, and what they would do differently.
View Post