JOB DESCRIPTION: SENIOR VALIDATOR – AI NON-MODEL RISK REVIEW TEAM (HYBRID)

The Risk Analytics, Modeling, and Validation role focuses on developing, enhancing, and validating methodologies for measuring and analyzing various types of risks, including market, credit, and operational risks. The AI Non-Model Risk Review team within Model Risk Management is seeking a Senior Validator to join its dynamic and innovative team. This team is responsible for managing model risk associated with AI Non-Model Objects across Citi’s diverse lines of business. The portfolio includes a mix of AI models, with a strong emphasis on Generative AI. This is an individual contributor role with leadership responsibilities, offering the opportunity to shape the future of AI risk management within Citi.

QUALIFICATIONS:

• Minimum of 8+ years of experience in AI/ML model development, validation, or implementation, with a strong focus on Natural Language Processing (NLP). Experience with Generative AI models is highly desirable.
• Advanced programming skills in Python, with proficiency in data analysis, interpretation, and visualization.
• Deep understanding of model risk management frameworks and regulatory requirements, with the ability to apply these principles effectively in practice.
• Proven ability to manage multiple projects simultaneously, demonstrating strong organizational and project management skills.
• Exceptional communication skills, with the ability to articulate complex technical findings to non-technical stakeholders and senior management in a clear and concise manner.
• Demonstrated ability to learn and apply new techniques in AI/ML, particularly in Generative AI and NLP. A creative and innovative approach to problem-solving in complex or novel situations.
• Experience mentoring or coaching team members, with a track record of fostering growth and development in others.
• Strong negotiation and interpersonal skills, with the ability to build relationships and influence stakeholders across various levels of the organization.

EDUCATION:

• Master’s or Ph.D. degree in a quantitative field such as Data Science, Statistics, Mathematics, Finance, Computer Science, or a related discipline.
  -

MOST RELEVANT SKILLS

Analytical Thinking, Business Acumen, Credible Challenge, Data Analysis, Governance, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.
-

OTHER RELEVANT SKILLS

For complementary skills, please see above and/or contact the recruiter.
-

• Manage a portfolio of Generative AI and Natural Language Processing (NLP) models, focusing on operational efficiency and process automation. Conduct model validations, annual reviews, ongoing monitoring, model limitation remediation, and supervisory/peer reviews for the assigned portfolio.
• Evaluate both technical and functional aspects of Generative AI and NLP models, including model assumptions, conceptual soundness, mathematical formulation, calibration, and performance. Assess the functional application of these models for regulatory and business purposes.
• Perform in-depth reviews of model development documentation, identify shortcomings, execute validation tests, and communicate findings to senior stakeholders. Prepare comprehensive validation reports and manage model risk on an ongoing basis.
• Conduct research on emerging techniques in Generative AI, NLP, and machine learning to ensure the team remains at the forefront of innovation. Develop model validation guidelines and testing playbooks to standardize best practices.
• Provide leadership through mentorship and coaching of junior team members, fostering their technical and professional growth.
• Present validation findings and recommendations to senior management and other stakeholders, ensuring clear communication of complex technical concepts to non-technical audiences.
• Collaborate with cross-functional teams to develop and implement Generative AI use cases for Model Risk Management, driving innovation and operational excellence.