This role is part of Citi's Financial Crimes and Fraud Prevention team, focusing on leveraging advanced machine learning tools and data mining techniques to combat fraud. The primary responsibilities include data and feature engineering to transform complex datasets into optimized inputs for high-performance fraud models. The ideal candidate will have a strong technical background in data processing and feature engineering, enabling the development of effective fraud detection models. Collaboration with technology teams and business partners is essential to identify and mitigate fraud risks across various attack methods.

• Bachelor's Degree in statistics, mathematics, physics, economics, or other analytical or quantitative discipline; Master's Degree or PhD preferred.
• 5+ years of experience in data science, machine learning, or advanced analytics.
• Proficiency in programming languages such as SAS, Python, R, or SQL for data manipulation and model development.
• Strong experience with data processing tools and libraries like Pandas, Numpy, and PySpark.
• Deep understanding of machine learning algorithms and statistical modeling techniques used for fraud detection.
• Experience with Generative AI and LLM is preferred.

• Lead data and feature engineering efforts to prepare high-quality data inputs for fraud model development.
• Build predictive models and machine-learning algorithms with large amounts of structured and unstructured data.
• Design, develop, and implement advanced machine learning models to detect and prevent fraud.
• Utilize advanced data processing techniques to manage large, complex datasets.
• Conduct comprehensive exploratory data analysis to uncover hidden patterns and trends.
• Collaborate closely with technology teams and business partners to align on data strategies.
• Continuously optimize and refine fraud models through feature selection and performance monitoring.
• Support model deployment and integration into production systems for real-time fraud detection.
• Evaluate and select appropriate machine learning algorithms based on fraud detection needs.
• Engage in cross-functional initiatives to enhance data quality and governance.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.