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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 new 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 control analysis and validation in line with established standards, providing comprehensive risk mitigation recommendations and strategic guidance.

- Drive and oversee remediation efforts related to audit, compliance, and regulatory findings, establish the quarterly audit process,



and manage procedural implementation and change management to ensure sound governance and controls.

- Initiate and lead efforts to enhance and automate control processes, and oversee the monitoring of control exceptions and breaches.

- Establish and actively promote strong governance, controls, and a culture of responsible finance, leading the implementation and oversight of the Control Framework.

Recommended Qualifications

Core AI Concepts:

- Generative AI (GenAI): Deep understanding and practical application of generative models.

- Agentic AI: Experience in building and deploying autonomous AI agents.

- Retrieval-Augmented Generation (RAG): Expertise in leveraging RAG for enhanced information synthesis.

- Knowledge Graphs: Proven ability to construct and utilize knowledge graphs for complex data representation.

Technical Skills and Qualifications:

- Programming & Frameworks:

- Proficiency in: Python

- Good to Have Libraries: LangChain, LangSmith, LangGraph, Streamlit, PyTorch, FastAPI.

- Database Technologies:

- Good to Have: Graph Databases (Neo4j), Vector Databases (PGVector, Milvus, Pinecone)

- Relational Databases: PostgreSQL, SQL

- Unstructured Data Expertise: Ability to extract, clean, transform, and analyze unstructured data from diverse sources such as customer complaints, issues, etc.

- Natural Language Processing & Machine Learning Skills: Expertise in text preprocessing (tokenization, stemming, lemmatization), named entity recognition, sentiment analysis, and applying Machine Learning algorithms like classification, clustering, and topic modeling.

- Insights & Reporting: Experience converting processed unstructured data into actionable insights using visualizations, dashboards, and automated reporting tools.

- Exposure to Google Cloud Platform (GCP) or Amazon Web Services (AWS) is required.

Experience and Competencies:





- 10+ years of experience in Data Science, with banking and finance experience preferred but not mandatory.

- Demonstrated leadership in establishing strong governance and controls, and fostering a culture of responsible finance, good governance, and ethics.

- Proven track record of designing and leading complex projects that significantly enhance processes, showcasing exceptional creativity in problem-solving.

- Maintains expert knowledge of evolving requirements and their impacts, responsible for significant business results and technical strategy.

- Strong leadership skills to manage governance and foster a culture of responsible finance and ethics.

- Exceptional communication and stakeholder management skills to effectively liaise with various stakeholders across the business.

Education

- Bachelor's/University degree, Master's degree preferred.

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Job Family Group:

Risk Management------------------------------------------------------

Job Family:

Regulatory Risk------------------------------------------------------

Time Type:

Full time------------------------------------------------------

Most Relevant Skills

Analytical Thinking, Credible Challenge, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle, Stakeholder Management.------------------------------------------------------

Other Relevant Skills

Constructive Debate, Escalation Management, Financial Analysis, Issue Management, Management Reporting, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment.------------------------------------------------------ Citi is an equal chance 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.

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