anomaly detection - conceptual help on machine learning
There is two options:

You have a label

Then what you probabibly have is a binary classification problem, probably unbalanced. If this happens follow this https://towardsdatascience.com/practical-tips-for-class-imbalance-in-binary-classification-6ee29bcdb8a7

You have no label

Then you have an unsupervised learning problem, in finance Isolation Forest is really used. If this is the case have a look at this https://towardsdatascience.com/outlier-detection-with-isolation-forest-3d190448d45e