Data Scientist & Agentic AI Developer, Fraud Risk

Data Scientist and Agentic AI Developer, Fraud Risk– Vilnius, Lithuania

Do you excel at translating complex data into actionable insights that prevent fraud and protect customers? Are you motivated by building and optimizing machine learning models that drive real-time decision-making on scale? If you are a data-driven problem solver with a passion for analytics, innovation, and delivering measurable impact—join Western Union as a Data Scientist and Agentic AI Developer, Fraud Risk.

Western Union powers your pursuit 

Role Responsibilities

• Develop and maintain machine learning models to capture fraudulent transactions in real-time while ensuring minimal impact on good customers and lowest false positive rates.

• Design, develop, and deploy agentic AI systems and autonomous workflows for fraud detection and decision-making.

• Continuously tracking and evaluating the effectiveness of fraud and risk models and rules.

• Perform big data analysis of WU transactions while leveraging advanced quantitative analytics to identify possible fraud mitigation opportunities and controls to decrease losses or improve customer experience.

• Prepare monitoring dashboards to monitor and communicate the performance of fraud controls and machine learning models.

• Ensure timely optimizations are made to improve fraud controls and models upon degradations.

• Assessment of the impact of deployed risk rules and models and tracking the full flow across different risk stages.

• Perform clustering, profiling and customer segmentation based on big data of customer behavior and related data variables to identify opportunities to enhance model/rule performance.

• Lead and participate in data-driven projects that are geared at improving risk controls and customer experience.

• Conduct ad-hoc data analysis in response to internal and external analytic requests.

• Provide guidance and mentorship for junior team members.

• Collaborate with cross-functional teams to improve losses controls and customer experience while translating complex data into actionable insights.

• Optimize and maintain robotic process automations to improve overall effectiveness and efficiency of risk rules, models, reporting and applied controls.

• Perform presentations to different audiences on fraud controls, models, improvements and possible opportunities.

Role Requirements

• Advanced SQL and Python programming.

• Proficient at developing machine learning models (supervised and unsupervised).

• Understanding LLMs, prompt engineering, RAG, and function/tool-calling patterns.

• Advanced at Excel and big data manipulation and presentation.

• Having advanced degree or extensive proven experience (at least 1 year) or qualification in quantitative related fields (Statistics, Math, Operations Research, and others) required.

• Strong problem solving and analytical skills to analyze problems and produce justification to enhance fraud decisions.

• Strong communication skills to convey fraud insights.

• Nice to have:

• Master's degree in quantitative related field (Statistics, Math, Operations Research and similar areas).

• Working knowledge of statistical analysis tools like SAS, R, MATLAB, and others.

Work Shift

Hybrid 

Western Union values in-person collaboration, problem solving, and ideation whenever possible. We believe this fosters common ways of working and supports how we execute initiatives for our customers. The expectation is to work from the office a minimum of three days a week.

BENEFITS AND OTHER DETAILS

Benefits

You will also have access to short-term incentives, multiple health insurance options, accident and life insurance, and access to best-in-class development platforms, to name a few. Please see the location-specific benefits below and note that your Recruiter may share additional role-specific benefits during your interview process or in an offer of employment.

Your Lithuania specific benefits include:

• Private Health Insurance (3 options)

• Life & Accident Insurance

• Additional days off

• Wide variety of discounts and special offers

• ⁠Free Fitness facilities

• Volunteering activities

• Referral program

Salary

The monthly gross base salary range is 2,813– 3,833 EUR. This range represents anticipated low and high end of the salary for this position. This role is also eligible for an annual variable target incentive (which may include long-term incentives, if eligible) that aligns with individual and company performance. Actual salaries will vary based on candidate’s qualifications, skills and competencies.

Other Details

We are passionate about honoring our employee's identity and fostering a feeling of belonging. Our commitment is to provide an inclusive culture that celebrates the unique backgrounds and perspectives of our global teams while reflecting the communities we serve. We do not discriminate based on race, color, national origin, religion, political affiliation, sex (including pregnancy), sexual orientation, gender identity, age, disability, marital status, or veteran status. The company will provide accommodation to applicants, including those with disabilities, during the recruitment process, following applicable laws.

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Estimated Job Posting End Date:

This application window is a good-faith estimate of the time that this posting will remain open. This posting will be promptly updated if the deadline is extended or the role is filled.