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Job Overview
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.
- 6+ years’ analytics experience in financial services or related industries with minimum 4 years in Artificial Intelligence (AI) / Machine Learning (ML) area
- In-depth technical knowledge of common AI/ML techniques, Generative AI, Agentic 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
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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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Citi is an equal prospect 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.
📌 Senior Gen AI Validation Engineer, AVP (Hybrid) (India)
🏢 Citi
📍 India