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The Risk Analytics, Modeling, and Validation role focuses on developing, enhancing, and validating methodologies for measuring and analyzing various types of risks, including market, credit, and operational risks. This senior-level role involves validating Generative AI models and their applications within Citi's Model Risk Management, working at the intersection of cutting-edge technology and risk management.
Job Responsibility:
Manage a portfolio of Generative AI and Natural Language Processing (NLP) models
Perform model validations, annual reviews, ongoing monitoring, model limitation remediation, and supervisory/peer reviews
Evaluate technical and functional aspects of Generative AI and NLP models
Conduct in-depth reviews of model development documentation and execute validation tests
Conduct research on emerging techniques in Generative AI, NLP, and machine learning
Develop model validation guidelines and testing playbooks
Present validation findings and recommendations to senior management
Collaborate with cross-functional teams to develop and implement Generative AI solutions
Provide leadership through mentorship and coaching of junior team members
Requirements:
Industry experience of at least 6+ years
4+ years of experience in AI/ML model development, validation, or implementation with a strong focus on Natural Language Processing (NLP)
Hands-on experience with Generative AI models including development, implementation, Retrieval-Augmented Generation (RAG), and prompt engineering
Advanced programming skills in Python, with proficiency in data analysis, interpretation, and visualization
Deep understanding of model risk management frameworks and regulatory requirements
Proven ability to manage multiple projects simultaneously
Strong communication skills
Demonstrated ability to learn and apply new techniques in AI/ML, particularly in Generative AI and NLP
Nice to have:
Experience with Generative AI models
Knowledge of Retrieval-Augmented Generation (RAG) and prompt engineering
What we offer:
Programs and services for physical and mental well-being
Access to telehealth options, health advocates, and confidential counseling
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