Thematic Risk Analytics Lead Analyst – Vice President

Citi; Chennai District; On-site; INR 3,000,000 - 6,000,000; Full time

Job summary

Citi seeks an experienced Enterprise Risk Management leader to build and govern AI-driven risk monitoring across global markets, ensuring financial stability and robust controls in a complex, regulated environment.

You will design and deploy cutting-edge AI/ML models, knowledge graphs, and RAG workflows, lead cross-functional teams, and drive risk identification, quantification, and mitigation across large data ecosystems, with a strong emphasis on governance and ethics.

Qualifications

• Bachelor's or higher required with strong analytics background.
• Experience with AI/ML in risk domains and governance.
• Ability to lead cross-functional projects and communicate complex results.

Responsibilities

• Lead design and deployment of AI/ML models to identify thematic risks.
• Develop autonomous AI agents for risk detection and alerting.
• Oversee knowledge graphs to map risk ecosystems.
• Utilize RAG to extract insights from large datasets.
• Prototype AI-driven risk tools and drive to production.
• Analyze large structured and unstructured datasets for risk signals.
• Communicate emerging risk to stakeholders and guide mitigations.
• Collaborate with risk managers and business units to embed AI solutions.
• Oversee risk and control analysis, remediation, and governance.

Skills

Generative AI

Agentic AI

RAG

Knowledge Graphs

Python

LangChain

SQL

NLP

Data visualization

AWS / GCP

Education

Bachelor's degree, Master’s preferred

Tools

Neo4j

PGVector / Milvus / Pinecone

PostgreSQL

SQL

PyTorch

FastAPI

Streamlit

GCP

AWS

Job description

Introduction

An individual in Enterprise Risk Management plays a critical role in managing the bank's diverse risks to ensure financial stability and sustained growth. This involves the identification and management of enterprise-level and cross-cutting risks, designing and executing stress tests, managing climate risk, and protecting against reputational risk. This integral role within the bank ensures operations are within a defined risk appetite and contribute to the overall objectives of the bank.

Job Description

Introduction

An individual in Enterprise Risk Management plays a critical role in managing the bank's diverse risks to ensure financial stability and sustained growth. This involves the identification and management of enterprise-level and cross-cutting risks, designing and executing stress tests, managing climate risk, and protecting against reputational risk. This integral role within the bank ensures operations are within a defined risk appetite and contribute to the overall objectives of the bank.

This role is a unique and exciting opportunity to build the future of thematic risk using cutting-edge data science and AI.

Responsibilities

• Lead the design, development, and strategic deploymentof advanced AI and machine learning models to identify, analyze, and monitor emerging thematic risks across global markets.
• Drive the conception and implementationof sophisticated Agentic AI systems for autonomous and proactive risk detection, analysis, and alerting.
• Architect and oversee the managementof large-scale Knowledge Graphs to map and understand complex, interconnected risk ecosystems.
• Leverage Retrieval-Augmented Generation (RAG) techniques to extract and synthesize actionable intelligence from vast unstructured and structured datasets.
• Champion the developmentof proof-of-concepts and rapidly prototype new AI-driven risk management tools and platforms, guiding their evolution to production.
• Independently design and execute analysis of large-scale data populations aggregated from target platforms, processes, and product lines, consisting of structured and unstructured data.
• Strategically identify, quantify, and effectively communicateemerging risk from aggregated data not identified by the enterprise in isolated processes to drive proactive risk mitigation.
• Lead collaboration effortswith risk managers, quantitative analysts, and business stakeholders to integrate AI solutions into strategic decision-making processes.
• Lead all aspects ofrisk and control analysis and validation in line with established standards, providing comprehensive risk mitigation recommendations and strategic guidance.
• Drive and overseeremediation efforts related to audit, compliance, and regulatory findings,establishthe quarterly audit process, andmanageprocedural implementation and change management to ensure sound governance and controls.
• Initiate and lead efforts to enhance and automatecontrol processes, and oversee the monitoring of control exceptions and breaches.
• Establish and actively promotestrong governance, controls, and a culture of responsible finance,leading the implementation and oversightof the Control Framework.

Recommended Qualifications

Core AI Concepts:

• Generative AI (GenAI):Deep understanding and practical application of generative models.
• Agentic AI:Experience in building and deploying autonomous AI agents.
• Retrieval-Augmented Generation (RAG):Expertise in leveraging RAG for enhanced information synthesis.
• Knowledge Graphs:Proven ability to construct and utilize knowledge graphs for complex data representation.

Technical Skills and Qualifications

• Programming & Frameworks:
• Proficiency in:Python
• Good to Have Libraries:LangChain, LangSmith, LangGraph, Streamlit, PyTorch, FastAPI.
• Database Technologies:
• Good to Have:Graph Databases (Neo4j), Vector Databases (PGVector, Milvus, Pinecone)
• Relational Databases:PostgreSQL, SQL
• Unstructured Data Expertise:Ability to extract, clean, transform, and analyze unstructured data from diverse sources such as customer complaints, issues, etc.
• Natural Language Processing & Machine Learning Skills:Expertise in text preprocessing (tokenization, stemming, lemmatization), named entity recognition, sentiment analysis, and applying Machine Learning algorithms like classification, clustering, and topic modeling.
• Insights & Reporting:Experience converting processed unstructured data into actionable insights using visualizations, dashboards, and automated reporting tools.
• Exposure toGoogle Cloud Platform (GCP) or Amazon Web Services (AWS) is required.

Experience and Competencies

• 10+ years of experiencein Data Science, with banking and finance experience preferred but not mandatory.
• Demonstrated leadershipin establishing strong governance and controls, and fostering a culture of responsible finance, good governance, and ethics.
• Proven track recordof designing and leading complex projects that significantly enhance processes, showcasing exceptional creativity in problem-solving.
• Maintains expert knowledge of evolving requirements and their impacts, responsible for significant business results and technical strategy.
• Strong leadership skills to manage governance and foster a culture of responsible finance and ethics.
• Exceptional communication and stakeholder management skills to effectively liaise with various stakeholders across the business.

Education

• Bachelor's/University degree, Master's degree preferred.

------------------------------------------------------

Job Family Group

Risk Management

------------------------------------------------------

Job Family

Regulatory Risk

------------------------------------------------------

Time Type

Full time

------------------------------------------------------

Most Relevant Skills

Analytical Thinking, Credible Challenge, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle, Stakeholder Management.

------------------------------------------------------

Other Relevant Skills

Constructive Debate, Escalation Management, Financial Analysis, Issue Management, Management Reporting, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment.

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review

Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.