JobMesh

Data Science Manager

Klarna Bank AB · Stockholms län, SE

What you will do Perform independent end-to-end validation of fraud detection ML models, including conceptual soundness, data integrity, feature engineering,...

Job description

What you will do Perform independent end-to-end validation of fraud detection ML models, including conceptual soundness, data integrity, feature engineering, model development, deployment design, and monitoring frameworks. Develop challenger models. Review and challenge first-line fraud model methodologies, assumptions, and implementation choices (e.g., scikit-learn, LightGBM, graph models, anonaly detection techniques, GenAI components). Build and deploy agentic AI tools to support model validation workflows automating review of model documentation and code, surfacing risks and inconsistencies. Assess model performance using appropriate fraud metrics (e.g., precision/recall, ROC-AUC, PR-AUC, cost-sensitive metrics, fraud rate capture, business impact trade-offs). Evaluate model stability, drift detection, retraining strategies, and production monitoring practices. Independently replicate model results where necessary and conduct challenger analyses to assess model robustness and limitations. Review large-scale transaction datasets and feature pipelines (e.g., >100M transactions, hundreds of features) to assess data representativeness, leakage risks, and bias. Evaluate model govern...