Gen AI Validation Engineer, Officer (Hybrid)
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About this role
This position is part of the Artificial Intelligence (AI) Review and Challenge Group within Citi’s Model Risk Management organization. This Team is responsible for review / validation of all AI non-models at Citi across markets, lines of business and functions; and also across the spectrum of AI sub-fields: Generative AI, Agentic AI, Natural Language Processing, Computer Vision, Recommender systems, Anomaly detection etc.
Responsibilities:
- Key responsibility will be to perform independent review and conduct effective challenge across the lifecycle of Artificial Intelligence (AI) / Machine Learning (ML) non-model objects
- Ensure adherence to applicable policies, procedure, templates, and testing guidance to manage the risk of all aspects of the AI/ML non-model objects
- Drive constructive engagements with key stakeholders such as AI/ML Sponsors / Developers, MRM Governance, AI-CoE, Internal Audit, and regulators regarding AI/ML related matters
- Support in satisfying the requirements for all internal / external regulatory exams
- Develop, enhance, and validate the methods of measuring and analyzing risk, for all risk types including market, credit and operational
- Support the design, development, delivery and maintenance of best-in-class Risk programs, policies and practices for Risk Management
- Contribute to strategic, cross-functional initiatives within the model risk management organization
Qualifications:
- Advanced degree (Master’s and above) is required in the fields of mathematics, statistics, computer science, engineering, Data Science, AI/ML, etc.
- 4+ years’ analytics experience in financial services or related industries with minimum 2 years in Artificial Intelligence (AI) / Generative AI / Agentic AI / Machine Learning (ML) area
- In-depth technical knowledge of common AI/ML techniques
- Clear and concise written and oral communication skills
- Self-motivated and detail oriented
- Demonstrated project management and organizational skills and capability to handle multiple projects at one time
- Strong stake-holder management skills
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Model Validation------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Most Relevant Skills
Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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