Job Description:
Introduction
An individual in Enterprise Risk Management plays a critical role in managing the bank's diverse risks to ensure financial stability and sustained growth. This involves the identification and management of enterprise-level and cross-cutting risks, designing and executing stress tests, managing climate risk, and protecting against reputational risk. This integral role within the bank ensures operations are within a defined risk appetite and contribute to the overall objectives of the bank.
This role is a unique and exciting opportunity to build the future of thematic risk using cutting-edge data science and AI.
Responsibilities
Lead the design, development, and strategic deployment of advanced AI and machine learning models to identify, analyze, and monitor emerging thematic risks across global markets.
Drive the conception and implementation of sophisticated Agentic AI systems for autonomous and proactive risk detection, analysis, and alerting.
Architect and oversee the management of large-scale Knowledge Graphs to map and understand complex,



interconnected risk ecosystems.
Leverage Retrieval-Augmented Generation (RAG) techniques to extract and synthesize actionable intelligence from vast unstructured and structured datasets.
Champion the development of proof-of-concepts and rapidly prototype current AI-driven risk management tools and platforms, guiding their evolution to production.
Independently design and execute analysis of large-scale data populations aggregated from target platforms, processes, and product lines, consisting of structured and unstructured data.
Strategically identify, quantify, and effectively communicate emerging risk from aggregated data not identified by the enterprise in isolated processes to drive proactive risk mitigation.
Lead collaboration efforts with risk managers, quantitative analysts, and business stakeholders to integrate AI solutions into strategic decision-making processes.
Lead all aspects of risk and

📌 Thematic Risk Analytics Lead Analyst – Vice President (India)
🏢 Citi
📍 India