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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: Natural Language Processing, Computer Vision, Recommender systems, Anomaly detection etc.
Job Responsibility:
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
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency
Requirements:
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 2 years in Artificial Intelligence (AI) / Machine Learning (ML) area
In-depth technical knowledge of common AI/ML techniques, Generative 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
What we offer:
Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Programs to help manage financial well-being
Access to an array of learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities