Model Validation Senior Analyst, AVP

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi , you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism. Shape your Career with Citi Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units. We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks. We’re currently looking for a high caliber professional to join our team as Assistant Vice President, Model Validation Senior Analyst - Hybrid (Internal Job Title: Model Validation 2nd LOD Sr. Analyst based in Mumbai, India. Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future. For instance: • Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.• We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.• We empower our employees to manage their financial well-being and help them plan for the future.• Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.• We have a variety of programs that help employees balance their work and life, including generous paid time off packages.• We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world. This position is part of the Artificial Intelligence (AI) Review and Challenge Group within Citi’s Model Risk Management organization. This position will perform independent review and effective challenge of all lifecycle activities of Artificial Intelligence (AI) / Machine Learning (ML) non-model objects used in Citi. In this role, you’re expected to:  Provide independent review and effective challenge on the soundness and fit-for-purpose of AI/ML non-model objects used in Citi Manage AI/ML risk across all life-cycle activities including initial review, ongoing monitoring, and periodic reviews Conduct analysis and prepare detailed technical documentation reports sufficient to meet regulatory guidelines and exceed industry standards Identify weaknesses and limitations of AI/ML objects and inform stakeholders of their risk profile and recommend compensating controls Communicate results to diverse audiences such as AI/ML object owners and developers and senior management Manage stakeholder interactions with AI/ML object developers and owners across the review lifecycle Provide guidance to junior reviewers as and when necessary Contribute to strategic, cross-functional initiatives within the model risk management organization Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.  As a successful candidate, you’d ideally have the following skills and exposure:  3 - 6 years' experience in related field Advanced degree (Master’s and above) is required in the fields of mathematics, statistics, computer science, engineering, data science, AI/ML, etc. Experience / familiarity with AI / ML applications in areas such as cybersecurity, chatbot, natural language processing, image / voice recognition, robotic process automation In-depth technical knowledge of common AI/ML techniques and strong understanding of risks associated with AI/ML and corresponding mitigants Ability to collaborate with peers and stakeholders with various background, and to effectively explain technical terms to audience with different levels of technical knowledge Self-motivated and detail oriented Proficiency in programs such as R and Python and common AI/ML packages Working at Citi is far more than just a job. A career with us means joining a family 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. Take the next step in your career, apply for this role at Citi today ------------------------------------------------------ Job Family Group: Risk Management------------------------------------------------------ Job Family: Model Validation------------------------------------------------------ Time Type: Full time------------------------------------------------------ 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.------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------