Job Description

Discover your future at Citi

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Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

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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: 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. 6+ years' analytics experience in financial services or related industries with minimum 2 years in Artificial Intelligence (AI) / Machine Learning (ML) area In-depth technical knowledge of common AI/ML techniques, Generative AI, Natural Language Processing Clear and concise written and verbal communication skills Self-motivated and detail oriented Demonstrated project management and organizational skills and capability to handle multiple projects at one time Effective Stake-holder management skills Self-motivated, ability to work independently Attention to detail and the ability to make informed judgments based on information.

Education

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Advanced degree (Master's and above) is required in the fields of mathematics, statistics, computer science, engineering, Data Science, AI/ML, etc.

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Job Family Group:

Risk Management
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Job Family:

Risk Analytics, Modeling, and Validation
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Time Type:

Full time
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Most Relevant Skills

Analytical Thinking, Business Acumen, Credible Challenge, Data Analysis, Governance, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.
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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.
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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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