VP, Model Risk - Model Validation 2nd LOD Lead Analyst (Hybrid)
Citibank - Wilmington, Delaware, us, 19894
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Overview
validating Generative AI models and developing MRM's Generative AI Use Cases . The position offers a unique opportunity to shape the future of AI risk management within Citi while working at the intersection of cutting-edge technology and risk management. Responsibilities: Manage a portfolio ofGenerative AIandNatural Language Processing (NLP)models, with a focus on operational efficiency and process automation. Perform model validations, annual reviews, ongoing monitoring, model limitation remediation, and supervisory/peer reviews for the assigned portfolio. Evaluate both technical and functional aspects of Generative AI and NLP models, including model assumptions, conceptual soundness, mathematical formulation, calibration, and performance. Assess the functional application of these models for regulatory and business purposes. Conduct in-depth reviews of model development documentation, identify shortcomings, execute validation tests, and communicate findings to senior stakeholders. Prepare comprehensive validation reports and manage model risk on an ongoing basis. Conduct research on emerging techniques inGenerative AI,NLP, andmachine learningto ensure the team remains at the forefront of innovation. Develop model validation guidelines and testing playbooks to standardize best practices. Present validation findings and recommendations to senior management and other stakeholders, ensuring clear communication of complex technical concepts to non-technical audiences. Collaborate with cross-functional teams to develop and implement Generative AI solutions, driving innovation and operational excellence. Contribute to the development of Generative AI Use Cases for Model Risk Management. Qualifications: Minimum of4+ yearsof experience in AI/ML model development, validation, or implementation, with a strong focus onNatural Language Processing (NLP). Hands-on experience withGenerative AI models, including development, implementation,Retrieval-Augmented Generation (RAG), andprompt engineering, is highly desirable. Advanced programming skills inPython, with proficiency in data analysis, interpretation, and visualization. Deep understanding ofmodel risk management frameworksandregulatory requirements, with the ability to apply these principles effectively in practice. Proven ability to manage multiple projects simultaneously, demonstrating strong organizational and project management skills. Strong communication skills, with the ability to articulate complex technical findings to non-technical stakeholders and senior management in a clear and concise manner. Demonstrated ability to learn and apply new techniques in AI/ML, particularly inGenerative AIandNLP. Education: Master’s or Ph.D. degree in a quantitative field such asAI/ML, Data Science, Computer Science, Statistics, Finance or a related discipline. ------------------------------------------------------ Job Family Group: Risk Management ------------------------------------------------------ Job Family: Risk Analytics, Modeling, and Validation ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: Wilmington Delaware United States ------------------------------------------------------ Primary Location Full Time Salary Range: $125,760.00 - $188,640.00
Please make an application promptly if you are a good match for this role due to high levels of interest. In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------ Most Relevant Skills Analytical Thinking, Business Acumen, Credible Challenge, Data Analysis, Governance, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Jul 30, 2025 ------------------------------------------------------ Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
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#J-18808-Ljbffr Remote working/work at home options are available for this role.