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The Model Risk Data Scientist position is for a professional who would like to make a wide-scale impact at Citi by using their Data Science expertise and business acumen to help operationalize cutting-edge AI capabilities for the bank. The position is focused on working with Data Scientists, Engineers, and Product Managers to ensure that GenAI capabilities are developed to meet technical criteria to reduce risk for Citi and hence can be deployed for production usage.
Job Responsibility:
Assist development teams with implementing new GenAI solutions from identification through validation phases
Collaborate with developers and business stakeholders on streamlining the adoption of GenAI within Citi
Own and maintain GenAI solution book of work for eligible GenAI use-cases
Assist with preparations for internal discussions and initial submission for model validation
Own relationships with governance-related stakeholders
Monitor and maintain GenAI solution inventory data and lifecycle
Educate development teams on the model validation process
Own tracking and modeling tools
Requirements:
Master's or advanced degree in quantitative fields such as Mathematics, Statistics, Financial Engineering, Quantitative Finance, Computer Science, Data Science, etc.
AI/ML development experience in a Data Scientist role or similar
NLP development experience in a Data Scientist role or similar
Knowledge of AI risk, safety, and ethics principals and hands-on experience with model validation in a financial institution
Experience in GenAI Model validation or AI/ML Model validation
Experience in a quantitative role in the Financial Markets/Banking/Insurance or experience in Risk capacity at a financial services / insurance institution
Strong organizational and project management skills
Risk and Controls mindset
Nice to have:
NLP development experience in a Data Scientist role or similar
Knowledge of AI risk, safety, and ethics principals and hands-on experience with model validation in a financial institution
Experience in GenAI Model validation or AI/ML Model validation
Experience in a quantitative role in the Financial Markets/Banking/Insurance or experience in Risk capacity at a financial services / insurance institution
What we offer:
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages including vacation, sick leave, and paid holidays
discretionary and formulaic incentive and retention awards
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