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The Head of Validation for AI Non-Model is responsible for leading a team of highly technical resources to execute the Citi MRM AI Non-Model Risk Review Framework, including its Policy, Procedures, and relevant review process. This role requires a deep understanding of Artificial Intelligence and Machine Learning (AI/ML) technologies including Generative AI (GenAI), strong leadership skills, and the ability to drive innovation in a fast-paced environment. In addition, extensive Model Validation experience and effective challenge skills are critical to the success of this role. This role will report directly to the Global Head of Model Risk Management.
Job Responsibility:
Develop and execute a comprehensive strategy for AI/ML Non-Model Risk Review
Partner with various stakeholders in 1st and 2nd Line of Defenses to support firm’s AI strategy, including adoption of GenAI use cases to support business initiatives
Oversee the technical aspects of AI/ML Non-Model Risk Review and monitoring, including Generative AI
Stay abreast of the latest advancements in GenAI and ensure the organization adopts best practices
Build, lead, and mentor the organization of AI/ML specialists, fostering a culture of innovation and collaboration
Provide guidance and support for their professional development
Effectively communicate with key stakeholders across different business units and functions
Clearly articulate the MRM requirements of AI/ML validation and manage expectations
Implement robust risk management frameworks for AI/ML Non-Model Risk Review, addressing potential ethical, regulatory, and operational risks
Ensure compliance with relevant guidelines and policies
Drive continuous improvement and innovation in AI/ML Non-Model Risk Review process
Explore new opportunities and technique for enhance risk management practice and support speed to market
Build and maintain strategic partnerships with relevant AI/ML external vendors, research institutions, and industry experts
Manage budget and resources effectively
Requirements:
Master's degree or Ph.D. in Computer Science, Artificial Intelligence, Machine Learning, or a related technical field
15+ years of experience in AI/ML, with a strong focus on GenAI
Proven track record of leading and delivering successful GenAI projects
Deep understanding of AI/ML technology including GenAI, architectures, and training techniques
Proficiency in relevant programming languages and tools
Exceptional leadership and team management skills
Excellent written and verbal communication skills
Strong understanding of business processes and the value proposition of the GenAI use cases to drive business value
Experience in developing and implementing risk management frameworks for AI/ML, specifically in the context of Generative AI
Ability to build and maintain strong relationships with key stakeholders, both internal and external