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Citi Group GenAI Adoption Program - Model Risk Specialist Hybrid 
United States, District of Columbia, Washington 
850176879

20.12.2024

The AI/ML Model Risk Specialist within the GenAI

Responsibilities:

  • Assist development teams with processing new AI solutions (including GenAI solutions and supervised & unsupervised learning models) from Identification through Validation, including materiality classifications, model exposure, model limitations, and scope of usage
  • Propose usage of relevant platforms, models, and GenAI-related services
  • Work with peers on streamlining adoption of GenAI, reducing overall friction in development teams’ successful production deployment
  • Own and maintain, GenAI solution book of work for eligible GenAI use-cases
  • During pre-identification phase of GenAI solutions,assist with preparations for internal discussions and initial submission to Model Risk Management (MRM), considering solutioncharacteristics and potential challenges in the process
  • Assist with resolving solution’s pre-validation comments from MRM
  • Own relationships with MRM - Communicate and coordinate with model risk validation groupon validation group’s policy or procedural changes, recurring validation hold-ups or inefficiencies identified throughout the process
  • Monitor and maintain GenAI solution inventorydata and lifecycle
  • Educate development teamson validation process
  • Own tracking and modeling tools

Preferred Background:

  • Master’s or advanced Degree in quantitative fields such as Statistics, Computer Science, Mathematics, Financial Engineering, Quantitative Finance, Physics, etc.
  • Experience with NLP or GenAI model development and validation
  • Knowledge of Model Risk principals and hands-on experience with model validation in a financial institution – Advantage
  • Experience in a quantitative role in the Financial Markets/Banking/Insurance or experience in Risk capacity at a financial services / insurance institution – Advantage
  • Strong organizational and project management skills
  • Risk and Controls mindset
  • CFA Charterholder – Advantage
Data Analytics

Full timeNew York New York United States$142,320.00 - $213,480.00



Anticipated Posting Close Date:

Dec 26, 2024

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