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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 position will perform independent review and effective challenge of all lifecycle activities of Artificial Intelligence (AI) / Machine Learning (ML) non-model objects used in Citi.
Job Responsibility:
Provide independent review and effective challenge on the soundness and fit-for-purpose of AI/ML non-model objects used in Citi
Manage AI/ML risk across all life-cycle activities including initial review, ongoing monitoring, and periodic reviews
Conduct analysis and prepare detailed technical documentation reports sufficient to meet regulatory guidelines and exceed industry standards
Identify weaknesses and limitations of AI/ML objects and inform stakeholders of their risk profile and recommend compensating controls
Communicate results to diverse audiences such as AI/ML object owners and developers and senior management
Manage stakeholder interactions with AI/ML object developers and owners across the review lifecycle
Provide guidance to junior reviewers as and when necessary
Contribute to strategic, cross-functional initiatives within the model risk management organization
Requirements:
Advanced degree (Master’s and above) is required in the fields of mathematics, statistics, computer science, engineering, data science, AI/ML, etc.
8-10 years of relevant experience
(model validation is preferred)
Experience with AI / ML, Generative AI applications in areas such as Natural Language Processing, Computer Vision, etc.
In-depth technical knowledge of common AI/ML techniques and strong understanding of risks associated with AI/ML and corresponding mitigants
Ability to collaborate with peers and stakeholders with various background, and to effectively explain technical terms to audience with different levels of technical knowledge
Self-motivated and detail oriented
Proficiency in programs such as R and Python and common AI/ML packages
Strong written & oral communication skills
What we offer:
Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Resources to manage financial well-being and help plan for the future
Access to an array of learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities