CCB Risk Modeling Data-Scientist Sr Associate Fraud Prevention
JPMorgan Chase & Co. (company site, opens in a new tab)5+ yrsBengaluru, MumbaiOn-siteDirect career pageEst. 28–45 LPA
Posted 21h ago
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Job description
Structured overview of role & requirements
About This Role
- Develop, train, and deploy machine learning models specifically for fraud prevention and risk management in a financial institution.
- Lead technical strategy and analytical direction within the team to build firmwide scalable machine learning solutions and best practices.
- Build, test, and optimize AI agents and models using modern cloud-based tools in an AWS environment, ensuring ongoing performance and adaptability to evolving fraud patterns.
Minimum Requirements
- Master's degree in Computer Science, Mathematics, Statistics, Economics, or related quantitative field, or equivalent experience.
- Minimum 5 years of experience developing and managing predictive risk models in financial institutions.
- Proficiency in Python, SQL or PySpark, and deep learning frameworks such as PyTorch or TensorFlow; experience with Databricks and AWS cloud environment.
- Work Experience Required: Minimum 5 years in predictive risk modeling within financial institutions.
Ideal Candidate Profile
- Deep expertise in both classical machine learning and deep learning methods with a strong theoretical foundation in algorithm mathematics.
- Experience leading technical teams and mentoring junior members while collaborating cross-functionally within large organizations.
- Strong orientation towards building scalable, reusable AI solutions that integrate with product objectives and influence live financial transaction decisions.