Citi Group GenAI Adoption Program - Model Risk Data Scientist Hybrid 

United States, District of Columbia, Washington 

954045550

Responsibilities:

• from Identification through validation, including assessing the soundness of the solution from data-science perspective, metric evaluation, materiality classifications, model exposure, model limitations, and scope of usage.
• Work with peers onstreamlining adoption of GenAI, reducing overall friction in development teams’ successful production deployment.
• Own and maintainGenAI solution book of work for eligible GenAI use-cases
• During pre-identification phase of Models,assist with preparations for internal discussions and initial submission to Model Risk Management (MRM), considering object/model characteristics and potential challenges in the process.
• Assist with resolving GenAI 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 you identify 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 Mathematics, Statistics, Financial Engineering, Quantitative Finance, Physics, Data Science, etc.
• AI/ML development experience in a Data Scientist role or similar – A Must
• NLP development experience in a Data Scientist role or similar – Strongly preferred
• Knowledge of Model Risk principals and hands-on experience with model validation in a financial institution – Preferred
• Experience in GenAI Model validation or AI/ML Model validation –Preferred
• Experience in a quantitative role in the FinancialMarkets/Banking/Insuranceor experience in Risk capacity at a financial services / insurance institution –Preferred
• Strong organizational and project management skills
• Risk and Controls mindset
• CFA Charterholder – Preferred

Anticipated Posting Close Date:

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