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

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Job Family Group:

Risk Management

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Job Family:

Model Validation

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Time Type:

Full time

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Most Relevant Skills

Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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