Model Risk Data Scientist, Vice President
Citi
full-time
Posted on:
Location Type: Hybrid
Location: Jersey City • New Jersey • New York • United States
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Salary
💰 $142,320 - $213,480 per year
Job Level
About the role
- Assist development teams with implementing new GenAI solutions from identification through validation phases, including assessing the soundness of the solution from data-science perspective, metric evaluation, materiality classifications, model exposure, model limitations, and scope of usage.
- Collaborate with developers and business stakeholders on streamlining the adoption of GenAI within Citi, 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 models, assist with preparations for internal discussions and initial submission for model validation, considering object/model characteristics and potential challenges in the process.
- Own relationships with governance-related stakeholders.
- Communicate and coordinate with the model risk validation team on refining the group’s policy or procedural changes and addressing recurring validation inhibitors or inefficiencies you would identify throughout the process.
- Monitor and maintain GenAI solution inventory data and lifecycle.
- Educate development teams on the model validation process.
- Own tracking and modeling tools.
Requirements
- 6-10 years of experience
- Master’s or advanced degree in quantitative fields such as Mathematics, Statistics, Financial Engineering, Quantitative Finance, Computer Science, 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 AI risk, safety, and ethics principles 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 Financial Markets/Banking/Insurance or experience in Risk capacity at a financial services / insurance institution –Preferred
- Strong organizational and project management skills
- Risk and Controls mindset
Benefits
- medical, dental & vision coverage
- 401(k)
- life, accident, and disability insurance
- wellness programs
- paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
GenAI solutionsAI/ML developmentNLP developmentmodel validationdata sciencequantitative analysismetric evaluationmateriality classificationsmodel exposuremodel limitations
Soft Skills
organizational skillsproject management skillscommunicationcollaborationrelationship managementproblem-solving
Certifications
Master’s degreeadvanced degree