Citi

GenAI Model Risk Data Scientist

Citi

full-time

Posted on:

Origin:  • 🇺🇸 United States

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Salary

💰 $142,320 - $213,480 per year

Job Level

Mid-LevelSenior

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 and communicate and coordinate with the model risk validation team on refining policy or procedural changes and addressing recurring validation inhibitors or inefficiencies.
  • Monitor and maintain GenAI solution inventory data and lifecycle.
  • Educate development teams on the model validation process.
  • Own tracking and modeling tools.

Requirements

  • 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
  • Master’s or advanced degree in quantitative fields such as Mathematics, Statistics, Financial Engineering, Quantitative Finance, Computer Science, Data Science, etc. (preferred)
  • Knowledge of AI risk, safety, and ethics 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 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
  • Ability to collaborate with Data Scientists, Engineers, Product Managers, and business stakeholders
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