Data Scientist
Employer · Morgan Stanley
Mathematician
Systems analyst
Business analystFull-timeBudapest
We are seeking a Data Scientist to join the CDRR Technology team within the Fraud Department. The position is responsible for the development of statistical and machine learning models used to identify, assess, and mitigate fraud risk across Morgan Stanley products. This is a Data Scientist position at Director level, part of the job family responsible for providing specialist data analysis and expertise that drive decision-making and business insights as well as crafting data pipelines, implementing data models, and optimizing data processes.
Tasks
- Independently execute end-to-end model development, including technical documentation.
- Develop and evaluate models for highly imbalanced, non-stationary, and adversarial environments where fraud patterns, customer behaviour, and operational processes evolve over time.
- Apply statistical and mathematical principles to model selection, validation, and performance assessment.
- Monitor deployed models, diagnose performance degradation, assess emerging fraud patterns, and recommend recalibration, redevelopment, threshold changes, or retirement as appropriate.
- Provide technical guidance and mentoring to junior Data Scientists and Data Engineers.
- Perform exploratory data analysis and construct analytical datasets from large, complex, and imperfect real-world data.
- Conduct feature engineering and select appropriate supervised and unsupervised machine learning techniques based on the modelling problem and available data.
- Train, test, and evaluate machine learning models using appropriate statistical methodologies and performance metrics.
- Manage assigned model development projects independently, with guidance from senior members of the team.
- Partner with Data Scientists, Data Engineers, and other stakeholders to support the development and implementation of robust, scalable modelling solutions.
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