C10 - Model/Anlys/Valid Anlyst II

1 week ago


Mumbai, India Citi Full time

This position is part of the Artificial Intelligence (AI) Review and Challenge Group within Citi’s Model Risk Management organization. This position will per

This position is part of the Artificial Intelligence (AI) Review Team within Citi’s Model Risk Management (MRM) organization. This position will perform independent review and effective challenge of all lifecycle activities of Generative AI and Unsupervised Learning models used in Citi.

Responsibilities:

- Provide independent review, validation, and effective challenge on the soundness and fit-for-purpose of Generative AI and Unsupervised Learning models used in Citi
- Manage AI risk across all life-cycle activities including initial review, ongoing monitoring, and periodic reviews
- Conduct analysis and prepare detailed technical documentation and review reports sufficient to meet regulatory guidelines and exceed industry standards
- Identify weaknesses and limitations of Generative AI and Unsupervised Learning models and inform stakeholders of their risk profile and recommend compensating controls
- Communicate results to diverse audiences such as Generative AI and Unsupervised Learning model owners and developers and senior management
- Manage stakeholder interactions with Generative AI and Unsupervised Learning model developers and owners across the review lifecycle

Qualifications:

- Advanced degree (Master’s and above) in a quantitative field such as Statistics, Mathematics, Computer Science, Finance, Economics, or other Science and Engineering majors
- 2 to 4 years of professional experience as a model validator or model developer who regularly interacts with MRM
- Practical experience of using Generative AI models (, ChatGPT, Gemini, Claude etc.)
- In-depth technical knowledge of common AI and Machine Learning (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 programming languages, , Python and/or R, and common AI/ML packages

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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, Constructive Debate, Data Analysis, Escalation Management, 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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