Fraud Analytics Lead — Feature Engineering Expert

Citi; Town of New Castle (NY); On-site; USD 126,000 - 188,000; Full time

Job summary

Citi is seeking a senior data science professional to lead feature engineering and model development for fraud prevention. The role emphasizes building scalable models to combat application fraud, synthetic ID fraud, and account takeover across the full fraud lifecycle.

You'll work with technology teams and analytics partners to optimize data pipelines, perform extensive EDAs, and monitor model performance to adapt to evolving fraud tactics.

Qualifications

• Bachelor’s Degree required in statistics, mathematics, physics, economics, or other analytical discipline.
• Master’s Degree or PhD preferred.

Responsibilities

• Lead data and feature engineering efforts to extract, transform, and prepare high-quality data inputs for fraud model development.
• Build predictive models and machine-learning algorithms with large amounts of structured and unstructured data; own and manage fraud models.
• Design, develop, and implement advanced machine learning models to detect and prevent fraud across the lifecycle.
• Utilize advanced data processing techniques to manage large, complex datasets; data cleaning, normalization, augmentation.
• Conduct exploratory data analysis (EDA) to uncover patterns and inform model development.
• Collaborate with technology teams, fraud analytics, and business partners to align on data strategies.
• Continuously optimize models through feature selection, hyperparameter tuning, and monitoring.
• Support model deployment and integration into production systems for real-time detection.
• Evaluate and select ML algorithms and tools for fraud detection needs.
• Engage in cross-functional initiatives to improve data quality and governance.
• Participate in model validation and testing for regulatory compliance.
• Generate and manage regular and ad-hoc reporting for monitoring trends.

Skills

Data science

Machine learning

Feature engineering

Regulatory compliance

Communication

Collaboration

Problem solving

Analytics

Multi-tasking

Attention to detail

Intellectual curiosity

LLM / Generative AI

Model deployment

Model monitoring

Education

Bachelor’s degree in statistics, mathematics, physics, economics, or related analytical field

Master’s degree or PhD preferred

Tools

SAS

Python

R

SQL

Pandas

Numpy

PySpark

Job description

Citi is seeking a senior data science professional to lead feature engineering and model development for fraud prevention. The role emphasizes building scalable models to combat application fraud, synthetic ID fraud, and account takeover across the full fraud lifecycle.

You'll work with technology teams and analytics partners to optimize data pipelines, perform extensive EDAs, and monitor model performance to adapt to evolving fraud tactics.