This position is part of the Artificial Intelligence (AI) Review and Challenge Group within Citi’s Model Risk Management organization. This Team is responsible for review / validation of all AI non-models at Citi across markets, lines of business and functions; and also across the spectrum of AI sub-fields: Generative AI, Agentic AI, Natural Language Processing, Computer Vision, Recommender systems, Anomaly detection etc.
Responsibilities
- Key responsibility will be to perform independent review and conduct effective challenge across the lifecycle of Artificial Intelligence (AI) / Machine Learning (ML) non-model objects
- Ensure adherence to applicable policies, procedure, templates, and testing guidance to manage the risk of all aspects of the AI/ML non-model objects
- Drive constructive engagements with key stakeholders such as AI/ML Sponsors / Developers, MRM Governance, AI-CoE, Internal Audit, and regulators regarding AI/ML related matters
- Support in satisfying the requirements for all internal / external regulatory exams
- Develop, enhance, and validate the methods of measuring and analyzing risk, for all risk types including market, credit and operational
- Support the design, development, delivery and maintenance of best-in-class Risk programs, policies and practices for Risk Management
- Contribute to strategic, cross-functional initiatives within the model risk management organization
Qualifications
- Advanced degree (Master’s and above) is required in the fields of mathematics, statistics, computer science, engineering, Data Science, AI/ML, etc.
- 4+ years’ analytics experience in financial services or related industries with minimum 2 years in Artificial Intelligence (AI) / Generative AI / Agentic AI / Machine Learning (ML) area
- In-depth technical knowledge of common AI/ML techniques
- Clear and concise written and oral communication skills
- Self-motivated and detail oriented
- Demonstrated project management and organizational skills and capability to handle multiple projects at one time
- Strong stake-holder management skills
Job Family Group
Risk Management
Job Family
Model Validation
Time Type
Full time
Most Relevant Skills
Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
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