Citi Group Model/Analysis/Validation Officer 

United States, Texas, Irving 

111285463

Duties: Perform a variety of object validation project requests and provide technical review of non-model objects developed with advanced machine learning and artificial intelligence methodologies. Perform the technical review process including the analysis and identification of an AI/ML object and distinguish such objects from a model. Perform research of the methodology and algorithm used for an object, while collecting the input and output of an object to assess the soundness of the object’s methodology. Scrutinize the performance testing results of the object and evaluate the potential risk exposed from the submitted object. Align the prescribed requirements of the Model Risk Management Review Policy for Non-model AI/ML objects, and comply with any additional requirements from U.S. regulators including FRB and OCC. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

Requirements: Master’s degree, or foreign equivalent, in Applied Mathematics, Statistics (any), Actuarial Science, or a related field, and two (2) years of experience in the job offered or in a related quantitative occupation performing artificial intelligence (AI) and machine learning (ML) application review, validation, and risk analysis. Two (2) years of experience must include: Analyzing and assessing the risk of applications developed based on advanced Machine Learning (ML) techniques including natural language processing and generative AI; Utilizing statistical programming on R, Python, SAS, and VBA for independent and incremental testing of applications built with unsupervised learning methods, natural language processing, and generative AI; Developing generative AI and NLP model risk management guidelines and procedures to conduct model/object reviews including model/object identification, validation, and monitoring; Developing generative AI applications to compose validation reports with expertise in prompt engineering and evaluating the accuracy and efficiency of the generated reports; Fine-tuning generative AI to conduct specific banking related tasks, including sentiment analysis of customer credit card reviews and creating visualizations of cost-benefit analysis to guide the selection of base models; and Researching advanced evaluation methods for unsupervised learning applications and documenting feasibility analysis for future usage with case studies. Employer will accept pre- or post- Master’s degree experience. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID# 25859781. EO Employer.

Wage Range: $144,700.00 to $175,300.00

Anticipated Posting Close Date: