Internal Audit - Specialized Analytics Senior Analyst, Citi

Citi

Location:
United States, New York

Category:
IT - Software Development

Contract Type:
Employment contract

Salary:

121200.00 - 181800.00 USD / Year

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Job Description:

Data Scientist/AI-ML Engineer role at the forefront of transforming Internal Audit through AI-driven solutions. The Digital Solutions and Innovation team designs and deploys cutting-edge AI/ML solutions that empower audit professionals to work smarter, faster, and with deeper insight using technologies like Large Language Models (LLMs), AI agents, agentic AI, and cloud-native architectures.

Job Responsibility:

Spearhead the development and integration of AI/ML capabilities into Internal Audit applications
Build advanced models using LLMs, Retrieval-Augmented Generation (RAG), and agentic AI architectures
Design and refine prompts to optimize generative AI outputs for technical use cases, ensuring precision and contextual relevance
Lead model lifecycle activities including risk management, documentation, recalibration, and attestation
Architect and deploy AI agents that interact autonomously and intelligently within audit workflows
Develop and maintain comprehensive model risk management documentation
Design, test, deploy, and maintain ML models using cloud-based solutions and various ML platforms
Enhance existing AI/ML capabilities through exploration, testing, and implementation with tools like Azure and Google Vertex AI
Collaborate with stakeholders to develop and deploy AI/ML use cases
Communicate project progress, timelines, and milestones effectively to diverse audiences

Requirements:

3-5 years of experience in Python coding, AI/ML model development, and deployment
Demonstrable expertise in generative AI models, including prompt engineering, performance optimization, and understanding of model limitations
Understanding of model risk management principles and experience in identifying, assessing, and mitigating risks associated with AI/ML models
Proficiency in creating comprehensive model documentation, including design, development, validation, and deployment aspects
Experience with advanced analytics, AI, ML, NLP, NLU, and LLM capabilities
Strong statistical foundation with expertise in supervised, unsupervised, semi-supervised, and reinforcement learning models, particularly for NLP/NLU applications
Extensive experience with API integration and testing
Innovative and adaptable, with a focus on continuous improvement
Self-driven, proactive, and capable of thriving in a fast-paced, results-oriented environment
Positive, solution-oriented mindset with strong accountability for project outcomes
Detail-oriented and diligent in ensuring the accuracy and completeness of work
Strong interpersonal skills and cultural sensitivity to collaborate with diverse stakeholders
Bachelor's degree in Data Science, Computer Science, MIS, or a related discipline

Nice to have:

Familiarity with the financial services industry and/or auditing processes
Master's degree
CISA, PMP, Agile/Scrum, Cloud Computing, or related certifications

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

Additional Information:

Job Posted:
September 24, 2025

Expiration:
September 29, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Internal Audit - Specialized Analytics Senior Analyst